The CumulantGeneratingFunction function computes the cumulant generating function of the specified random variable at the specified point.

The first parameter can be a distribution (see Statistics[Distribution]), a random variable, or an algebraic expression involving random variables (see Statistics[RandomVariable]).

By default, all computations involving random variables are performed symbolically (see option numeric below).

For more information about computation in the Statistics package, see the Statistics[Computation] help page.

The options argument can contain one or more of the options shown below. More information for some options is available in the Statistics[RandomVariables] help page.

numeric=truefalse -- By default, the cumulant generating function is computed using exact arithmetic. To compute the cumulant generating function numerically, specify the numeric or numeric = true option.

Stuart, Alan, and Ord, Keith. Kendall's Advanced Theory of Statistics. 6th ed. London: Edward Arnold, 1998. Vol. 1: Distribution Theory.