Moment-Generating Function

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A Moment-Generating Function is a generating function a real valued random variable X with distribution [math]\displaystyle{ F(x) = P(X ≤ x) }[/math] is defined by [math]\displaystyle{ M_X(t) = E[e^{tX}] = ∫e^{tx}dF(x) }[/math].



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