Number 6 6. Let W = Yu, where Y~n(u, o2). Find the moment-generating function of W.The Moment-generating Function Method of finding a sum of variables.PROPERTY DIf X and Y are independent random variables with mgf's Mx and My and Z =X + Y, then Mz(t) = Mx (1)My (1) on the common interval where both mgf'sexist.ProofMz(t) = E(e¹z)= E(e¹X+¹Y)= E(e¹xe¹)1From the assumption of independence,Mz(t) = E(e¹x)E(e¹)= Mx (1) My (1)1/2

Answered: 6. Let W = Yu, where Y~n(μ, o²). Find…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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6. Let W = Yu, where Y~n(μ, o²). Find the moment-generating function of W. 1