Paper 2, Section I, F

Probability
Part IA, 2007

Let XX be a normally distributed random variable with mean 0 and variance 1 . Define, and determine, the moment generating function of XX. Compute EXr\mathbb{E} X^{r} for r=0,1,2,3,4r=0,1,2,3,4.

Let YY be a normally distributed random variable with mean μ\mu and variance σ2\sigma^{2}. Determine the moment generating function of YY.