# Math Help - Moment generating function

1. ## 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),

2. 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: $M_W(t) = E(e^{(aY + b)t}$.