Question: Problem 3. (20 points) Assume Y is a random variable with EY = g. If we know that the moment generating function of Y has

Problem 3. (20 points) Assume Y is a random variable with

Problem 3. (20 points) Assume Y is a random variable with EY = g. If we know that the moment generating function of Y has the form 2 + 356*)4 t = E tY = ( mY( ) [8 l 81_ln(a,2;3a3)+ 81 for some real number a and b. Question: Find a and b. (For this problem, you need to use the property of moment generating function. If you nish the problem by guessing the distribution of Y, you will get at most 5 points.)

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