Editing Moment-generating function (section)

===Linear combination of independent random variables===
If <math display="inline">S_n = \sum_{i=1}^n a_i X_i</math>, where the {{math|''X''<sub>''i''</sub>}} are independent random variables and the {{math|''a''<sub>''i''</sub>}} are constants, then the probability density function for {{math|''S''<sub>''n''</sub>}} is the [[convolution]] of the probability density functions of each of the {{math|''X''<sub>''i''</sub>}}, and the moment-generating function for {{math|''S''<sub>''n''</sub>}} is given by

<math display="block">
M_{S_n}(t) = M_{X_1}(a_1t) M_{X_2}(a_2t) \cdots M_{X_n}(a_nt) \, .
</math>
<!----------
Below was lifted from [[generating function]] ... there should be an 
analog for the moment-generating functionbuted with common probability-generating function ''G''<sub>X</sub>, then
<math display="block">G_{S_N}(z) = G_N(G_X(z)).</math>
-------->