Mellin moments of parton density functions are obtained as integrals of the distribution over Bjorken-x variable. They are not only used for obtaining the solution of scale evolution equation of parton densities but also for the evaluation of scattering cross sections. In this work, we review the evolution equations of moments of parton density functions and their applications in QCD analysis have also been studied. One can study scaling violation, without making any assumption, on the shape of input parameterization of parton densities