Generating Functions, Taylor Series, Taylor Theorem, Central Limit Theorem, Deep Dives.
If every single property exhibited by the shapes of X and Y’s CDF is correspondingly the same, you’d expect their CDFs to also be identical. The third property of MGFs we’ll use is the following one that applies to X when X scaled by ‘a’ and translated by ‘b’: MGF of aX + b (Image by Author) The