1/18/2006

• Overview of mathmematical statistics
  • Simulation (continued)
  • Inference (intervals and testing)
• Moment generating function (m.g.f.)
  • Find the m.g.f. of a standard normal random variable Z
  • If Z is a standard normal random variable, find the distribution of X = mu + sigma*Z.
  • Use the m.g.f. to show that a linear transformation of a normal random variable will also have a normal distribution.
  • Use the m.g.f. to show that the sum of independent normal random variables will also have a normal distribution.