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).

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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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).
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