Hi the first part of the question request to prove the following: my(t) = pmx1 (t) + (1-p)mx2 (t) I don't understand the explanation of the exam report. can someone give me further details?
They've quoted the definition of the MGF of Y and then just used the standard application of E(g(X)) from CT3: \(E[g(X)] = \sum g(x)P(X=x)\)