Use the properties of moment generating functions to show that a sum of p independent normal random

Question:

Use the properties of moment generating functions to show that a sum of p independent normal random variables with means μi and variances σi2 for i = 1,2, ...., p has a normal distribution.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question

Applied Statistics And Probability For Engineers

ISBN: 9781118539712

6th Edition

Authors: Douglas C. Montgomery, George C. Runger

Question Posted: