Show that the MGF of X N ,2 ism(t ) E exp(tX)
Question:
Show that the MGF of X »N
¡
¹,¾2¢
ism(t ) Æ E
£
exp(tX)
¤
Æ exp
¡
t¹Åt 2¾2/2
¢
.
Hint: Write X Æ ¹Å¾Z.
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