Question: (a) Compute the moment generating function of a unit normal random variable with parameters 0 and 1. (b) Show that if X and Y are

(a) Compute the moment generating function of a

(a) Compute the moment generating function of a unit normal random variable with parameters 0 and 1. (b) Show that if X and Y are independent normal random variables with respective parameters (u1,0) and (M2, o), then X+Y is normal with mean ji+ M2 and variance o +02. (a) Compute the moment generating function of a unit normal random variable with parameters 0 and 1. (b) Show that if X and Y are independent normal random variables with respective parameters (u1,0) and (M2, o), then X+Y is normal with mean ji+ M2 and variance o +02

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