Question: A Gaussian mixture is a random variable whose PDF is a linear combination of two Gaussian PDFs, (a) Find the moment- generating function, MX (u)

A Gaussian mixture is a random variable whose PDF is a linear combination of two Gaussian PDFs,

(a) Find the moment- generating function, MX (u) , of the Gaussian mixture.
(b) Use the moment- generating function to find the mean of the Gaussian mixture.

(x 2) 2

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