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Math Help - mgf

  1. #1
    Junior Member
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    May 2010
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    42

    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. #2
    MHF Contributor harish21's Avatar
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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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