Basically, except for some limitations, and advanatages, anonymous methods are like normal methods. This would also be true when using the for LINQ. Some of the differences are:
1) In anonymous methods arguments are not typed, but still do not have to cast them.
2) Anonymous methods can use variables defined in scope in the methods that creates the anonymous method.
3) In anonymous methods the overhead of instantiating delegates is eliminated.
on the opposite side:
You cannot have out or ref argument.
See the following link to find out more detail on anonymous methods:
http://msdn.microsoft.com/en-us/library/0yw3tz5k%28v=VS.80%29.aspx[
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