InstantForum.NET v4.1.4ActuaryForum.comhttp://wap.actuaryforum.com/info@nasearchg.comMon, 21 May 2012 03:41:23 GMT20http://wap.actuaryforum.com/Topic19213-57-1.aspxHey guys,<br>Instead of Z=X+2Y, if we take Z=X+Y+Y, and then use the fact that the MGF of the sum of independent RV's is their product (formula from page 239), we get the wrong answer...does anyone know why? Is the answer given in the solutions (E) actually correct?<br>Thanks for the help.Tue, 29 Dec 2009 22:13:14 GMTJust_Actuary