The form of the moment-generating function for a normal random variable is MY(t) = eat+b2t2/2 (recall Example

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The form of the moment-generating function for a normal random variable is MY(t) = eat+b2t2/2 (recall Example 3.12.4). Differentiate MY(t) to verify that a = E(Y) and b2 = Var(Y).

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Introduction To Mathematical Statistics And Its Applications

ISBN: 9780321693945

5th Edition

Authors: Richard J. Larsen, Morris L. Marx

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Question Posted: Dec 20, 2015 03:12 AM

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The form of the moment-generating function for a normal random variable is MY(t) = eat+b2t2/2 (recall Example

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Then VarY a 2 b 2 a ...View the full answer

Introduction To Mathematical Statistics And Its Applications

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