I need to find the moment generating function for X ~ N (0,1) and then also the MGF for X

^{2}. I know how to do the first part but i'm unsure for X

^{2}.

do i use the identity that if Y = aX then

M

_{Y}(t) = E(e

^{Y(t)}) = E(e

^{(t)aX})

or do i just square 2pi

^{-1/2}e

^{ x2/2}and then solve as normal for an MGF?