Let Z be the standard normal random variable. It can be shown that for constant values...

 

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Let Z be the standard normal random variable. It can be shown that for constant values a, b we have (You don't need to prove this formula) 1 E[exp (az+bZ)] = (1-2a) exp (2(1-2a) (2(1-2)); a Let Z be the standard normal random variable. It can be shown that for constant values a, b we have (You don't need to prove this formula) 1 E[exp (az+bZ)] = (1-2a) exp (2(1-2a) (2(1-2)); a