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A description of a probability distribution which is related to the Laplace transform. Use also for its logarithm, the cumulant generating function.
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Link between moment-generating function and characteristic function
I am trying to understand the link between the moment-generating function and characteristic function. The moment-generating function is defined as:
$$
M_X(t) = E(\exp(tX)) = 1 + \frac{t E(X)}{1} + \f …