chapter 6 - ece.ualberta.camasoud/chapter6.pdf · 1 1 probability for electrical and computer...
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Probability for Electrical and Computer EngineersEE 387- Spring 2007
Chapter 6
Department of Electrical and Computer Engineering
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Theorem 6.8
For a set of independent random variables the moment generating function of is
When are iid, each with MGF
1, , ,nX X…
1 2( ) ( ) ( ) ( ).
nw X X Xs s s sφ φ φ φ=1, , nW X X= …
1, , ,nX X… ( ) ( ),iX Xs sφ φ=
( ) [ ( )] .nw Xs sφ φ=
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