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Math Help - Using MGFs to deduce the PDF

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    Senior Member chella182's Avatar
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    Using MGFs to deduce the PDF

    Suppose that Y_1,Y_2,...,Y_n are a random sample from a normal distribution with mean \mu and variance \sigma^2. Use MGFs to deduce the PDF of \bar{Y}.
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    Quote Originally Posted by chella182 View Post
    Suppose that Y_1,Y_2,...,Y_n are a random sample from a normal distribution with mean \mu and variance \sigma^2. Use MGFs to deduce the PDF of \bar{Y}.
    Are Y_1,Y_2,...,Y_n independent? Read this: Moment-generating function - Wikipedia, the free encyclopedia (Sum of independent random variables).
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    Senior Member chella182's Avatar
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    Yeah I know that, but it doesn't say in the question that they're independent
    Last edited by chella182; December 10th 2009 at 07:17 AM.
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    Quote Originally Posted by Wikipedia
    Random sampling can also refer to taking a number of independent observations from the same probability distribution, without involving any real population.
    I think they introduced a sample this way in my stats course
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    Quote Originally Posted by chella182 View Post
    Suppose that Y_1,Y_2,...,Y_n are a random sample from a normal distribution with mean \mu and variance \sigma^2. Use MGFs to deduce the PDF of \bar{Y}.
    Asked here first: http://www.mathhelpforum.com/math-he...ution-mgf.html

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