You have a continuous random variable X and have gone to the trouble of calculating its generating function: GX[t] = Expect[E^(t X)] = Integrate[E^(t x) pdf[x], {x, Xlow, Xhigh}]
Explain this:
If a and b are constants, then the generating function of (a X + b) is:
E^(b t) GX[a t]
?• Is the same thing true for discrete random variables?
Could someone help me with this? Not sure how to explain.