I suspect they can't, considering this is false. For t > 0, this goes to infinty, for t = 0 it goes to 1 and for t < 0 it goes to 0. If you know the CLT, that works in this case, and you can mimic the proof of it if you want to use MGFs to solve this.I need to show that for n->inf lim (pe^t+1-p)^n equals the mgf of the normal distribution, can anyone show me how to do it ?