Generating Functions, Taylor Series, Taylor Theorem, Central Limit Theorem, Deep Dives.
fourth property of MGFs that we’ll use applies to the MGF of the sum of ‘n’ independent, identically distributed random variables: MGF of sum of n i.i.d. random variables (Image by Author) A final result, before we prove the CLT, is the MGF of a standard normal random variable N(0, 1) which is the