Moment-generating function of a Poisson distribution

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

For with , insert its probability mass function into the expected value:
The exponential series shows finiteness for every real . Differentiating this moment-generating function gives mean and variance both . Taking the logarithm gives the cumulant-generating function , so every positive-order cumulant is also .

New to topics? Read the docs here!