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can anyone help me to inform the name of any book where I can get the following theorem, or give some detailed hint to solve this one:

Let $X$ and $Y$ be two random variables, if the moment generating functions of $X$ and $Y$ are equal then the probability distributions of $X$ and $Y$ will be same. In other words, if $E(e^{tX})=E(e^{tY})$ for all $t$ real, then $X$ and $Y$ have the same distribution.

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    elinor, I see you have asked 12 questions so far without upvoting or accepting any of the answers you have received. Just so you know, it is considered polite on this site both to upvote answers you find helpful and to formally accept the answer to each question you consider the best. In addition to being polite, doing so is a way to express appreciation for the help others are giving you.2011-03-07

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