Exercise 3.7 Suppose X N(0, 1). Then, using the MGF (3.17), show that + X
Question:
Exercise 3.7 Suppose X ∼ N(0, 1). Then, using the MGF (3.17), show that
μ + σX ∼ N(μ, σ2).
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Stochastic Processes With Applications To Finance
ISBN: 9781439884829
2nd Edition
Authors: Masaaki Kijima
Question Posted: