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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?

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# Moment Generating Function of normally distributed variable

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