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(9 pts) Here you will prove in general what you did for part 3a. Let Y and Y be independent random variables with mgf s mn(t) and my (t), respectively. Ifa; and a2 are constants, and Ụ-a + a2Y; show that the mof for Uis mu(t)-my(ajt) my.(a2t). Give reasons on all steps. (Here you take what you did in part 3a with W = 2h + 6Y2 and generalize it to some U = a + a . The procedure here is like what you did there.) 4.

math   Statistics-And-Probability   
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