# Question

Prove the following generalization of Theorem 7.3: If X1, X2, . . ., and Xn are independent random variables and Y = a1X1 + a2X2 + · · · + anXn, then

Where MXi(t) is the value of the moment-generating function of Xi at t.

Where MXi(t) is the value of the moment-generating function of Xi at t.

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