The questions in the Revision Notes books from past exam papers are those that we believe that are still relevant to the current CM2 syllabus. You need to know the definition of an MGF, ie that the moment generating function of the random variable X at the point t is MX(t) = E(exp(tX)). For standard distributions (eg exponential), the MGFs are given in the Tables, and I wouldn't expect you to need to derive these, just look them up and use them. For non-standard distributions, you obtain/derive the MGF directly from the definition above. An example of this is CT6, September 2012, Q10 which relates to a discrete random variable.
