If X is a random variable with moment-generating function M(t), and Y is a function of X

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If X is a random variable with moment-generating function M(t), and Y is a function of X given by Y = aX + b, show that the moment generating function for Y is e^tbM(at).

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Introduction to Econometrics

ISBN: 978-0133595420

3rd edition

Authors: James H. Stock, Mark W. Watson

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Posted Date: Apr 02, 2019 10:22 AM

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If X is a random variable with moment-generating function M(t), and Y is a function of X

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Introduction to Econometrics

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