2. (a) Suppose that a random variable X has a moment generating function given by 1 1 Mx(t) =+e + Find E[X] and V[X]. (b) Now suppose that X1, X2,..X are ii.d. copies of the random variable X from part (a), and define the random variables. S, = X1 + Xạ +c..+ Xp. Find expressions for the mumbers a, and b, so that S. - an → Z as n→ 0, b where Z- N(0, 1).

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2. (a) Suppose that a random variable X has a moment generating function given by
Mx(t) = 3
1 21
Find E[X] and V[X).
(b) Now suppose that X1, X2,... , Xn.. are i.i.d. copies of the random variable X from part (a),
and define the random variables.
S, = X1 + Xạ + c ..+ Xp.
Find expressions for the numbers a, and b, so that
Sn - an
+ Z as n+0o,
where Z- N(0, 1).
Transcribed Image Text:2. (a) Suppose that a random variable X has a moment generating function given by Mx(t) = 3 1 21 Find E[X] and V[X). (b) Now suppose that X1, X2,... , Xn.. are i.i.d. copies of the random variable X from part (a), and define the random variables. S, = X1 + Xạ + c ..+ Xp. Find expressions for the numbers a, and b, so that Sn - an + Z as n+0o, where Z- N(0, 1).
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