Suppose that X and Y are independent random variables each with a x²(4) distribution. Find the moment generating function of U = X +5Y and evaluate the expectation value E(U). State clearly and justify all steps taken. Hint: You may use without proof the fact that the moment generating function of a x²(v) random variable W is Mw(t) = (1-¹2)*². 2t

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Suppose that X and Y are independent random variables
each with a x²(4) distribution. Find the moment generating function of U = X +5Y
and evaluate the expectation value E(U). State clearly and justify all steps taken.
Hint: You may use without proof the fact that the moment generating function of a
x²(v) random variable W is
Mur-(t) = (-)".
2t
Transcribed Image Text:Suppose that X and Y are independent random variables each with a x²(4) distribution. Find the moment generating function of U = X +5Y and evaluate the expectation value E(U). State clearly and justify all steps taken. Hint: You may use without proof the fact that the moment generating function of a x²(v) random variable W is Mur-(t) = (-)". 2t
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