2. Let X have the N(u, o2) distribution. Find the MGF of X by using the fact that X = oZ+u where Z has the standard normal distribution. [See (8.1.26)]. Then use the MGF to confirm that EX = μ and VX = ².
2. Let X have the N(u, o2) distribution. Find the MGF of X by using the fact that X = oZ+u where Z has the standard normal distribution. [See (8.1.26)]. Then use the MGF to confirm that EX = μ and VX = ².
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.3: Special Probability Density Functions
Problem 6E
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