Question

Consider X has to be a normal random variable with mean μ and variance σ2 and...

Consider X has to be a normal random variable with mean μ and variance σ2 and moment generating function(MGF)

MGF (t) = exp(μt + σ2t2 /2)

1. Find the MGFof Y = ax+b, where a and b are non-zero constants

2. By inspection identify what distribution this is

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