In probability theory and statistics, the moment-generating function of a random variable is an alternative specification of its probability distribution. Thus, it provides the basis of an alternative route to analytical results compared with working directly with probability density functions or cumulative distribution functions. There are partic...
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http://en.wikipedia.org/wiki/Moment-generating_function
Denoted M(t) or MX(t), and describes a probability distribution. A moment-generating function is defined for any random variable X with a pdf f(x). M(t) is defined to be E[etX], which is the integral from minus infinity to infinity of etXf(x). A use for these is that the t
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http://www.econterms.com/glossary.cgi?query=moment-generating+function
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