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November 25th, 2011, 09:04 PM  #1 
Senior Member Joined: Nov 2009 Posts: 169 Thanks: 0  Derive the momentgenerating function of Y bar
Suppose that Y1, Y2, …, Yn are independent, normally distributed random variables with mean u and variance . Define Derive the momentgenerating function of Y bar 
November 26th, 2011, 02:04 PM  #2  
Global Moderator Joined: May 2007 Posts: 6,379 Thanks: 542  Re: Derive the momentgenerating function of Y bar Quote:
You can get the moments by expanding the characteristic function in powers of t, or by recognizing that Ybar is normally distributed with mean ? and variance (?^2)/n.  

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