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Additive Property of the Moment Generating Function

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Steve Brunton 68 tutorials here
Mathematics

Here we demonstrate the additive property of the moment generating function, which is induced from the fact that the MGF is the Laplace transform of the PDF. Specifically given two random variables X and Y, with MGFs M_X and M_Y, then the random variable Z = X + Y has MGF M_X * M_Y.

This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company

%%% CHAPTERS %%%
00:00 Intro
01:40 Defining the Additive Property of the MGF
04:02 Thumbnail Proof
05:32 Outro