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I'm not sure how to find part a, what formula can be used to find this mgf?

  • I found a general formula for the mgf for gamma distributions but i'm not sure how to apply the transformation to it. – user43222 Apr 07 '14 at 00:47
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    If you know the definition of the MGF, you can work out the MGF of $bx$ from the MGF of $X$. There's a result about the MGF of s sum of independent random variables that I assume you know. Put those two things together. – Glen_b Apr 07 '14 at 01:42

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