Explore BrainMass

Explore BrainMass

    Statistics: Moment Generating Function

    This content was COPIED from BrainMass.com - View the original, and get the already-completed solution here!

    It is attached it is to show that if all Xi are normally distributed then


    Also is normally distributed

    But please see the attachment as the question is a bit more specific than that as well. Thanks

    File is uploaded in pdf and word

    © BrainMass Inc. brainmass.com October 2, 2020, 5:20 am ad1c9bdddf


    Solution Preview

    We will use the following properties:
    Lemma 1
    If , then =
    Lemma 2
    If X and Y are independent, then

    Solution Summary

    Prove, using MGM, that a sum of independent normally distributed variables is also normal.