Question

If X and Y are independent r.v.s with M (t) X

 and M (t) Y

 as their m.gf’s 

respectively, then M (t) M (t)M t) true or false

Answer 1

Given, X and Y are independent events.

and their moment generating function are $M_X(t)$ and $M_Y(t)$ repectively.

As X , Y are independent event

$M_{xy}(t)=M_X(t).M_Y(t)$

Given statement is true.