Solution
= Solution
{c}
Take \b[$Y=aX_1+b$]. From the definition of a <moment-generating function>, $\mathbb Ee^{tY}=e^{bt}\mathbb Ee^{atX_1}=e^{bt}M_1(at)$, for $t$ where the expectation is finite.
= Solution
{c}
Take \b[$Y=aX_1+b$]. From the definition of a <moment-generating function>, $\mathbb Ee^{tY}=e^{bt}\mathbb Ee^{atX_1}=e^{bt}M_1(at)$, for $t$ where the expectation is finite.