A more serviceable function than the moment generating function is what is known as characteristic function and is defined as

For continuous probability distributions

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- Mathematical Expectation And Generating Function
- Expectation Of A Function Of A Random Variable
- Addition Theorem Of Expectation
- Multiplication Theorem Of Expectation
- Expectation Of A Linear Combination Of Random Variable
- Correlation Coefficient
- Moments Of Bivariate Probability Distributions
- Conditional Expectation And Conditional Variance

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