a) Compute the Moment Generating Function of X + Y. b) Find the probability density function of X +Y.

A First Course in Probability (10th Edition)
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Let X and Y be two normally distributed continuous random variables with mean 1 and 2 and standard
deviations 2 and 4. Assume that they are independent.
a) Compute the Moment Generating Function of X +Y.
b) Find the probability density function of X +Y.
Transcribed Image Text:Let X and Y be two normally distributed continuous random variables with mean 1 and 2 and standard deviations 2 and 4. Assume that they are independent. a) Compute the Moment Generating Function of X +Y. b) Find the probability density function of X +Y.
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