Suppose that Y1, Y2, …, Yn are independent, normally distributed random variables with mean u and

variance $\displaystyle \sigma^2$ . Define

$\displaystyle Y bar= \displaystyle \sum^n_{i=1} Yi/n$

Derive the moment-generating function of Y bar

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- Nov 25th 2011, 08:06 PMwopashuiDerive the moment-generating function of Y bar
Suppose that Y1, Y2, …, Yn are independent, normally distributed random variables with mean u and

variance $\displaystyle \sigma^2$ . Define

$\displaystyle Y bar= \displaystyle \sum^n_{i=1} Yi/n$

Derive the moment-generating function of Y bar - Nov 25th 2011, 08:29 PMmr fantasticRe: Derive the moment-generating function of Y bar
- Nov 26th 2011, 08:38 AMwopashuiRe: Derive the moment-generating function of Y bar
- Nov 26th 2011, 11:32 AMmr fantasticRe: Derive the moment-generating function of Y bar
Given!!:

Quote:

Yn are independent, normally distributed random variables with mean u and

variance img.top {vertical-align:15%;}http://latex.codecogs.com/png.latex?\sigma^2 .

- Nov 30th 2011, 05:07 PMmatheagleRe: Derive the moment-generating function of Y bar
well linear combo's of normals is a normal, hence just compute moo and sigma squared of y bar.

- Dec 1st 2011, 08:16 AMwopashuiRe: Derive the moment-generating function of Y bar