If a sample size n is drawn from a population, how would you use the moment generating function to find the distrbution of the sample mean, i have derived the exponential mgf to be lambda
1111111111111111111111111111111111111lambda - t
and have used that to find the mean, __1__
but am unsure whether this is the distribution of the mean or not? Any help?
The mgf of the sum of random variables is the product of their mgf's
Originally Posted by shaky9000