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MGF of a Linear Transformation
If Y=aX+b, then:
$$M_Y(t)=e^{bt}M_X(at)$$
Usage
- Used to find MGFs after linear transformations.
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MGF of a Linear Transformation
If Y=aX+b, then:
$$M_Y(t)=e^{bt}M_X(at)$$
Usage
- Used to find MGFs after linear transformations.
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