moment generating function
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 at t = 0 give the moments of ƒ.
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