If Y is a random variable with moment-generating function

Chapter 3, Problem 158E

(choose chapter or problem)

Get Unlimited Answers
QUESTION:

Problem 158E

If Y is a random variable with moment-generating function m(t) and if W is given by W = aY + b, show that the moment-generating function of W is etbm(at).

Questions & Answers

QUESTION:

Problem 158E

If Y is a random variable with moment-generating function m(t) and if W is given by W = aY + b, show that the moment-generating function of W is etbm(at).

ANSWER:

Answer:

Step 1 of 1:

If  is a random variable with moment-generating function and if  is given by  

We need to show that the moment-generating function of  is

We know the moment-generating function  for a random variable

Add to cart


Study Tools You Might Need

Not The Solution You Need? Search for Your Answer Here:

×

Login

Login or Sign up for access to all of our study tools and educational content!

Forgot password?
Register Now

×

Register

Sign up for access to all content on our site!

Or login if you already have an account

×

Reset password

If you have an active account we’ll send you an e-mail for password recovery

Or login if you have your password back