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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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