Show, under conditions to be stated, that if fX (x; ) = f0 (x) + ifi

Show, under conditions to be stated, that if fX (x; κ) = f0 (x) + η

ifi (x) + η

ijfij (x)/2! + η

ijkfijk (x)/3! + …

then the moment generating function of fX(x;κ) is M0 (ξ) {1 + ξiη

i + ξiξjη

ij/2! + ξiξjξkη

ijk/3! + …}

where Μ0

(ξ) is the moment generating function of f0

(x).