Question: Exercise 8.33 For n = 1, 2, . . . , let Xn be a random variable having the gamma distribution with parameters n and

Exercise 8.33 For n = 1, 2, . . . , let Xn be a random variable having the gamma distribution with parameters n and 1. Show that the moment generating function of Zn = (Xn − n)/√n is Mn(t ) = e−t√n

1 −

t√

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