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.