have pdf , with and and

Is easy prove that . Let , with with same distribution of

Calculate

Note:

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- May 3rd 2008, 03:56 PMjorgestonmoment-generating function
have pdf , with and and

Is easy prove that . Let , with with same distribution of

Calculate

__Note:__ - May 3rd 2008, 04:08 PMmr fantastic
- May 3rd 2008, 04:46 PMtukeywilliams
. Note that . In this case, and . So .

- May 3rd 2008, 06:43 PMjorgeston
- May 3rd 2008, 07:34 PMmr fantastic
*Ahem* Didn't you say in your question:

"with http://www.mathhelpforum.com/math-he...5618adbc-1.gif with same distribution of http://www.mathhelpforum.com/math-he...d003a3e0-1.gif" ....?