Question: Let X1, X2, . . . , Xn be an independent trials process with normal density of mean 1 and variance 2. Find the moment

Let X1, X2, . . . , Xn be an independent trials process with normal density of mean 1 and variance 2. Find the moment generating function for
(a) X1.
(b) S2 = X1 + X2.
(c) Sn = X1 + X2 + • • • + Xn.
(d) An = Sn/n.
(e) S*n = (Sn − nμ)/√nσ2.

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