This is a composite image of the small moons of Saturn.
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NASA

The Capture Theory

Many of the moons around other planets are really captured asteroids and not objects that formed in place with the mother planet, or were ejected by the mother planet.

One hint is the shape. If a moon is shaped irregularly (more like a potato than round like the Earth's Moon) it is a good sign that a moon is really a captured asteroid. Phobos and Deimos of Mars look like this. Another good sign that a moon may be captured is if it orbits in a direction opposite to that of the mother planet. An example of a moon of this kind is Neptune's moon Triton.

The Earth's Moon is both rounded in shape and orbits with Earth. These are the best clues that the Moon is not captured. If the Moon were captured it would explain why the Moon and the Earth do not appear to be made of the same kinds of rock.

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