Linked from
The 19 pages that link to Moment-generating function, each with the reason it gives.
Bernoulli distributionRelated: For a Bernoulli variable it is 1−p+peᵗ, yielding its moments.
Chernoff boundRelated: Its values control the exponential tail estimate.
Hoeffding's inequalityRelated: The proof controls exponential moments of the centered sum.
KurtosisRelated: Its fourth derivative can yield the fourth moment used to calculate kurtosis.