Suppose that X and Y are independent rvs with moment generating functions M X (t) and M

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Suppose that X and Y are independent rvs with moment generating functions MX(t) and MY(t), respectively. If Z = X + Y, show that MZ(t) = MX(t) · MY(t).

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Modern Mathematical Statistics With Applications

ISBN: 9783030551551

3rd Edition

Authors: Jay L. Devore, Kenneth N. Berk, Matthew A. Carlton

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