Suppose X ~ N(0,1), i.e. X is normally distributed with mean 0 and variance 1.
Let Y = X^2
Find the MGF of Y DIRECTLY...
Can't seem to get a good answer out. Any help would be appreciated.
If f(z) = e^(-z/2)/sqrt(2*pi*z) for z > 0
and f(z) = 0 for z <= 0
Find the MGF of Z.
THANKS ALOT guys!