# Skewness from two PGF

• October 25th 2008, 10:21 AM
javs156
Skewness from two PGF
If X is a gamma distributed random variable with parameters α=6.64 and λ=5.26, so that the mean is equal to 6.64/5.26, and if Y is an independent normal independent random variable with mean μ=7.00 and variance σ2=23.60, what is the skewness of the random variable U = X+Y ? (Note: skewness, not the coefficient of skewness, is wanted)
• October 25th 2008, 12:49 PM
mr fantastic
Quote:

Originally Posted by javs156
If X is a gamma distributed random variable with parameters α=6.64 and λ=5.26, so that the mean is equal to 6.64/5.26, and if Y is an independent normal independent random variable with mean μ=7.00 and variance σ2=23.60, what is the skewness of the random variable U = X+Y ? (Note: skewness, not the coefficient of skewness, is wanted)

2. $M_{X+Y}(t) = M_X(t) \cdot M_Y(t)$.