Question: If X is a random variable having a normal distribution with the mean and the standard deviation s, use the third part of Theorem

If X is a random variable having a normal with the mean µ and the standard deviation s, use the third part of Theorem 4.10 on page 128 and Theorem 6.6 to show that the moment– generating function of
Z = X – µ / σ
Is the moment-generating function of the standard normal Note that, together with the two theorems on page xxx, this proves Theorem 6.7.

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