Consider a random set V-n of points in the box [n, -n)(d), generated e
ither by a Poisson process with density p or by a site percolation pro
cess with parameter p. We analyze the empirical distribution function
F-n of the lengths of edges in a minimal (Euclidean) spanning tree T-n
on V-n. We express the limit of F-n, as n --> infinity, in terms of t
he free energies of a family of percolation processes derived from V-n
by declaring two points to be adjacent whenever they are closer than
a prescribed distance. By exploring the singularities of such free ene
rgies, we show that the large-n limits of the moments of F-n are infin
itely differentiable functions of p except possibly at values belongin
g to a certain infinite sequence (p(c)(k): k greater than or equal to
1) of critical percolation probabilities. It is believed that, in two
dimensions, these limiting moments are twice differentiable at these s
ingular values, but not thrice differentiable. This analysis provides
a rigorous framework for the numerical experimentation of Dussert, Ras
igni, Rasigni, Palmari, and Llebaria, who have proposed novel Monte Ca
rlo methods for estimating the numerical values of critical percolatio
n probabilities.