If Y ~ Normal(u, o2), the moment-generating function of Y, my (t) and X = aY + b, show that mx (t) = e(aµ+b)t+ª¯". What is the distribution of X? 2 a²g2¿2 %3D

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Normal(u, o2), the moment-generating function of Y,
and X = aY +b, show that mx(t) = eaµ+b)t+ª . What is the distribution of X?
If Y ~ my (t) = ent+,
eutt.
2
a²g²+2
2
Transcribed Image Text:Normal(u, o2), the moment-generating function of Y, and X = aY +b, show that mx(t) = eaµ+b)t+ª . What is the distribution of X? If Y ~ my (t) = ent+, eutt. 2 a²g²+2 2
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