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
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