Let X and Y be standard normal random variables. If S=pX+√√1-p²Y, derive the distribution of S by using only the moment generating function (mgf) method. (Hint: If Z follows the normal, N(µ,σ²) distribution, then the mgf of Z is M₂(1) = 1 + 1/0³²7³² e )

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.CR: Chapter 13 Review
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Let X and Y be standard normal random variables. If S = px + √√1-p²Y, derive the
distribution of S by using only the moment generating function (mgf) method.
(Hint: If Z follows the normal, N(µ,o²) distribution, then the mgf of Z is
M₂(t) = + 0²1²)
e
Transcribed Image Text:Let X and Y be standard normal random variables. If S = px + √√1-p²Y, derive the distribution of S by using only the moment generating function (mgf) method. (Hint: If Z follows the normal, N(µ,o²) distribution, then the mgf of Z is M₂(t) = + 0²1²) e
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