題組內容
5. Consider a Gaussian distributed random variable \(X\) with mean \(\mu_X\) and variance \(\sigma_X^2\). The moment-generating function of \(X\) is defined as \(M_X(t) = E[e^{tX}]\).
(a) Derive the moment-generating function of \(X\).
5. Consider a Gaussian distributed random variable \(X\) with mean \(\mu_X\) and variance \(\sigma_X^2\). The moment-generating function of \(X\) is defined as \(M_X(t) = E[e^{tX}]\).
(a) Derive the moment-generating function of \(X\).