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Math Help - Moment generating function

  1. #1
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    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),
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  2. #2
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    Quote Originally Posted by vexiked View Post
    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}.

    Please show all your work and state where you get stuck.
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