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moment generating function
(redirected from Moment-generating function)

    Also found in: Acronyms, Wikipedia 0.05 sec.
moment generating function [¦mō·mənt ¦jen·ə‚rād·iŋ ′fəŋk·shən]
(statistics)
For a frequency function ƒ(x), a function φ(t) that is defined as the integral from -∞ to ∞ of exp(tx) ƒ(x)dx, and whose derivatives evaluated att= 0 give the moments of ƒ.


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