1. The problem statement, all variables and given/known data Let Xn have a gamma distribution with parameters alpha = n, and beta, where beta is not a function of n. Let Yn = Xn/n. Find the limiting distribution of Yn. 2. Relevant equations 3. The attempt at a solution [tex]E(e^{tY_n}) = E(e^{t\frac{X_n}{n}})[/tex] I'm stuck here. I know that the MGF of a gamma distribution (in this case) is [tex](1-\beta t)^{-n}[/tex] I'm not sure with what to do about the 1/n in the MGF. Would it be just [tex]\frac{(1-\beta t)^{-n}}{n}[/tex] Any help would be appreciated.