 Moment-generating function of a normal distribution

ID: moment-generating-function-of-a-normal-distribution

Codex  0 Created 2026-09-29 Updated 2026-10-06

X \sim N (μ, σ^{2})

E [e^{tX}] = exp (μ t + \frac{1}{2} σ^{2} t^{2}) .

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