Let X1, X2,..., Xn ~ N(μ, 0²) independent random variables. Find the distribution X+X2+…+Xn X= = n using the MGF technique.

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.3: Special Probability Density Functions
Problem 30E
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Let X₁, X2, ..., Xn ~ N(µ, o²) independent random variables. Find the distribution of
Xu+X2+…+Xn
X = =
n
using the MGF technique.
Transcribed Image Text:Let X₁, X2, ..., Xn ~ N(µ, o²) independent random variables. Find the distribution of Xu+X2+…+Xn X = = n using the MGF technique.
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