Question: 1. Problem 14.14 The random variables X and Y are independent and identically distributed. Use the moment-generating function to prove that X and Y are

1. Problem 14.14 The random variables X and Y are independent and identically distributed. Use the moment-generating function to prove that X and Y are normallydistributedif X + Y hasanormaldistribution.Remark:theassumption that X and Y are identically distributed can be dropped, but this requires deep analysis.

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