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Math Help - Skewness from two PGF

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    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)
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    Quote Originally Posted by javs156 View Post
    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)
    Read this: PlanetMath: moment

    To get the moment generating function for the sum X + Y about the mean of X + Y, note:

    1. E(X + Y) = E(X) + E(Y).

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