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Thread: mgf

  1. October 31st 2010, 10:13 PM #1
    chutiya
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    mgf

    for any constants y and z, the mgf of a random variable yX+z is given by

    M = e^{zt}M_{X}(yt)

    how do i prove this? can anyone give a hint?
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  2. October 31st 2010, 10:17 PM #2
    harish21
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    USE the defintion of moment generating function..

    M_{X}(t) = E(e^{tX})

    so,

    \displaystyle M_{yX+z}(t) = E[e^{(yX+z)t}]

    complete it........
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