In probability theory and statistics, the factorial moment generating function of the probability distribution of a real-valued random variable X is defined as
for all complex numbers t for which this expected value exists. This is the case at least for all t on the unit circle , see characteristic function. If X is a discrete random variable taking values only in the set {0,1, ...} of non-negative integers, then is also called probability-generating function of X and is well-defined at least for all t on the closed unit disk .