I found a general formula for the mgf for gamma distributions but i'm not sure how to apply the transformation to it.
– user43222Apr 07 '14 at 00:47
2
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_bApr 07 '14 at 01:42