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),
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: $\displaystyle M_W(t) = E(e^{(aY + b)t}$.
Please show all your work and state where you get stuck.