Question: 4. Suppose that X1, . . . , Xn are independently distributed with N(i, 2 i ), = 1, 2, . . . ,

4. Suppose that X1, . . . , Xn are independently distributed with N(μi, σ2 i ), ı = 1, 2, . . . , n.

Find the moment-generating function of the random variable Y = X1 + · · · + Xn.

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