Thread: 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),

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: .

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