Question: 1. Show that if X is a normal random variable with parameters (, 2), then for R, we have that MX(t) = exp

1. Show that if X is a normal random variable with parameters (µ, σ2), then for α ∈ R, we have that MαX(t) = exp 4 αµt + (1/2)α2σ2t 2 5 .

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