Let X₁ and X₂ be two independent random variables with normal distributions N(1,9) and N(-3,16), respectively. Find the moment generating function of Y= X₁ + X₂. What distribution is associated with this moment generating function?

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 19E
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Let X₁ and X₂ be two independent random variables with normal distributions N (1,9) and
N(-3,16), respectively. Find the moment generating function of Y= X₁ + X₂. What
distribution is associated with this moment generating function?
Transcribed Image Text:Let X₁ and X₂ be two independent random variables with normal distributions N (1,9) and N(-3,16), respectively. Find the moment generating function of Y= X₁ + X₂. What distribution is associated with this moment generating function?
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