Prove the following generalization of Theorem 3: IfX1, X2, ..., and Xn are independent random variables andY = a1X1 + a2X2 +···+ anXn, thenMY(t) = ni=1MXi(ait) where MXi (t) is the value of the moment-generating func-tion of Xi at t.

Trigonometry (MindTap Course List)
10th Edition
ISBN:9781337278461
Author:Ron Larson
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Chapter6: Topics In Analytic Geometry
Section6.4: Hyperbolas
Problem 5ECP: Repeat Example 5 when microphone A receives the sound 4 seconds before microphone B.
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Prove the following generalization of Theorem 3: If
X1, X2, ..., and Xn are independent random variables and
Y = a1X1 + a2X2 +···+ anXn, then
MY(t) = n
i=1
MXi
(ait)
where MXi
(t) is the value of the moment-generating func-
tion of Xi at t.
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