In C# 2.0 there are anonymous methods, which allows you to write your method code inline instead of creating a new method in your class. In C# 3.0 there is a new feature - lambda expressions. The goal of this expressions is the same as the anonymous methods, but the syntax is more concise.
Let’s have the following code:
class LambdaExpressionTest
{
public delegate int myDelegate(int x);
static void Main()
{
myDelegate testFunc = new myDelegate(LambdaExpressionTest.myFucn);
Console.WriteLine(testFunc(5)); // returns 23
}
public static int myFucn(int x) { return x * x - 2; }
}
{
public delegate int myDelegate(int x);
static void Main()
{
myDelegate testFunc = new myDelegate(LambdaExpressionTest.myFucn);
Console.WriteLine(testFunc(5)); // returns 23
}
public static int myFucn(int x) { return x * x - 2; }
}
If we want to rewrite this code using anonymous method, it will get the following look:
class LambdaExpressionTest
{
public delegate int myDelegate(int x);
static void Main()
{
myDelegate testFunc = new myDelegate(delegate(int x) { return x * x - 2; });
Console.WriteLine(testFunc(5));
}
}
{
public delegate int myDelegate(int x);
static void Main()
{
myDelegate testFunc = new myDelegate(delegate(int x) { return x * x - 2; });
Console.WriteLine(testFunc(5));
}
}
And if we want to rewrite this code using lambda expressions, it will look like this:
class LambdaExpressionTest
{
public delegate int myDelegate(int x);
static void Main()
{
myDelegate testFunc = x => x * x - 2;
Console.WriteLine(testFunc(5));
}
}
{
public delegate int myDelegate(int x);
static void Main()
{
myDelegate testFunc = x => x * x - 2;
Console.WriteLine(testFunc(5));
}
}
Isn’t it so simple? 
The sign ‘=>‘ is read as “goes to”. We first indicate the arguments of our method and after that we do our calculations in it.