Past exam of the mathematics course of the University of Cambridge 2019 ia Paper 2 11F a ii Solution Created 2026-09-24 Updated 2026-09-29
For every , the scalar is normal with mean and variance . The moment-generating function of a normal distribution therefore givesThus and determine the moment-generating function on all of . By the uniqueness theorem for moment-generating functions, they uniquely determine the probability distribution of .