I wanted to know what the result would be if you added two distributions with the same moment generating function.
For example, what would the result be of:
Mx(t) + My(t) if Mx(t) = (1/3 + 2/3et) and My(t) = (1/3 + 2/3et)
The Attempt at a Solution
Would the solution be (1/3 + 2/3et)2?