3.158 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 e¹¹ m(at). 3.159 Use the result in Exercise 3.158 to prove that, if W = aY+b, then E(W) = aE(Y) + b and V(W) = a²V (Y).

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter2: Equations And Inequalities
Section2.7: More On Inequalities
Problem 44E
icon
Related questions
Question

Able to solve, understand, and prove 3.158 but not 3.159

3.158 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 ebm(at).
3.159
Use the result in Exercise 3.158 to prove that, if W = aY + b, then E(W) = aE(Y) + b and
V(W) = a²V (Y).
Transcribed Image Text:3.158 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 ebm(at). 3.159 Use the result in Exercise 3.158 to prove that, if W = aY + b, then E(W) = aE(Y) + b and V(W) = a²V (Y).
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 5 steps with 5 images

Blurred answer
Recommended textbooks for you
Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage
Trigonometry (MindTap Course List)
Trigonometry (MindTap Course List)
Trigonometry
ISBN:
9781337278461
Author:
Ron Larson
Publisher:
Cengage Learning
Calculus For The Life Sciences
Calculus For The Life Sciences
Calculus
ISBN:
9780321964038
Author:
GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:
Pearson Addison Wesley,