Published online by Cambridge University Press: 24 October 2008
1. A familiar device in the study of statistical distributions is to form the moment-generating function
where the bar denotes averaging over all values of the statistical variate x. The moments μr of x are the coefficients of αr/r!, and the derived coefficients in the expansion of K ≡ log M are termed the semi-invariants kr. In particular,
and, for the normal (Gaussian) law,
we have the simple formula