Question: How to derive the moment generation function for y=Az+b, where z has a multivariate normal distribution? Let Z be a random vector of length n

How to derive the moment generation function for y=Az+b, where z has a multivariate normal distribution?

Let Z be a random vector of length n that has a M VN (OMIH) distribution. Let y 2 AZ + b. Derive y's moment generating function. What is y's distribution

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