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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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Moment generating function - strange fact to check
I'm reading the lecture notes of a course in statistics and I found the next:
The moment generating function is defined as $$M_X(t)=E(e^{tX})$$
Check that :
$$M^{(n)}_X(t)=E(X^n) $$
Any idea where t …