Moment Generating Function

Definition

The MGF of RV $X$ is $m(t)=E(e^{tX})$

• Well Defined when $m(t)$ is finite $\forall t<ϵ,ϵ>0$

Calculating Moments

$E(X^k)=m^k(0)=\frac{d^k}{d{t}^k}m(t){|}_{t=0}$