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moment generating function

   Also found in: Wikipedia 0.03 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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The moment generating function (MGF)-based approach for performance analysis, introduced by the authors in the first edition and referred to in literally hundreds of publications, still represents the backbone of the books presentation.
 
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