Question: Using MGF s show that if X N( X , 2 X ) and Y N( Y , 2 Y )

Using MGF s show that if X ∼ N(μX, σ2X) and Y ∼ N(μY, σ2Y) are independent, thenX + Y ~ N] + Y, on ti

X + Y ~ N] + Y, on ti

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