Mathematics, 30.11.2019 02:31 Clerry
Show that the result given in exercise 3.158 also holds for continuous random variables. that is, show that, if y is a random variable with moment-generating function m(t) and u is given by u = ay + b, the moment-generating function of u is etbm(at). if y has mean μ and variance σ2, use the moment-generating function of u to derive the mean and variance of u.
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Show that the result given in exercise 3.158 also holds for continuous random variables. that is, sh...
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