Question: Statistics 1. (2 pts) Recall that the MGF uniquely determines the distribution of a random variable, i.e., if two random variables have the same MGF,

Statistics

Statistics 1. (2 pts) Recall that the MGF uniquely determines the distribution

1. (2 pts) Recall that the MGF uniquely determines the distribution of a random variable, i.e., if two random variables have the same MGF, then their distributions must be the same. Based on the functional form of the MGF of Y = alX1 +a2X2+ . . . anX (= _ _jaj X;) below, where Xi ~N(ui, ?), specify the name of Y's distribution, including the parameter(s). n n My(t) = exp ailli t+ i=1 i=1

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