the moment generating function is e^(ut + sigma^2*t^2/2) for XThe definition of the mgf is2)Also how do you compute mgf for 3X? Is it just 3(e^(ut + sigma^2*t^2)/2) or do you find the differiate 3 times?
So the mgf of 3X is , which is the mgf of X taken at the point 3t.
Same method as question 2) : write it in the form of the exponential.3) last question computing mgf for these types of problems 2+ Y or 2 + 2X + 3Y. Is it just 2 + (1-Beta)^ -alpha and 2 + (3X)*(3Y)?
I just need to make sure I understand how to compute the mgf.