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Statistics 1. (2 pts) Recall that the MGF uniquely determines the distribution of a random variable, i.e., if two random variables have the same MGF,

Statistics

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1. (2 pts) Recall that the MGF uniquely determines the distribution of a random variable, i.e., if two random variables have the same MGF, then their distributions must be the same. Based on the functional form of the MGF of Y = alX1 +a2X2+ . . . anX (= _ _jaj X;) below, where Xi ~N(ui, ?), specify the name of Y's distribution, including the parameter(s). n n My(t) = exp ailli t+ i=1 i=1

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