I have a moment generating function (infinite series). Supposedly, I can recover the probability distribution by doing the following integration:
f(x) = int m(t)exp(-tx) dt /(2ipi),
the integration going from c-i*infinity to c+i*infinity.
As an example, the moment generating function for a gaussian is exp(mu*t+sigma^2*t^2*1/2). Can someone show me how to do this integration? Especially if the mgf is expanded in a taylor series...THANKS!