# Moment generating function

• Oct 24th 2009, 01:33 PM
vexiked
Moment generating function
How could I solve this problem?

If Y is a random variable with a moment-generating function m(t)and if W is given by W=aY + b, show that the moment-generating function of W is e^(tb)m(at),
• Oct 24th 2009, 01:47 PM
mr fantastic
Quote:

Originally Posted by vexiked
How could I solve this problem?

If Y is a random variable with a moment-generating function m(t)and if W is given by W=aY + b, show that the moment-generating function of W is e^(tb)m(at),

Start with the definition: $M_W(t) = E(e^{(aY + b)t}$.