noncomputable def
momentGeneratingFunction
{Ω : Type u_1}
[MeasurableSpace Ω]
(X : Ω → ℝ)
(μ : MeasureTheory.Measure Ω)
(t : ℝ)
:
Moment generating function (Lecture 8): for a real-valued random variable X
with law μ, the moment generating function is M_X(t) = E[e^{tX}], defined
here as the Bochner integral ∫ exp (t · X ω) ∂μ.