(a) The random variable X has Exponential distribution X ~ Exp(A). Find the moment generating function Mx(t). For what values of t can Mx(t) be computed? Explain your answer. (b) Let X1, X2, X, be independent identically distributed exponential random variables, X; ~ Exp(A). Compute My (t) for Y = 1 Xi. (c) Find the probability density function fy(y). Hint. If you know My (t) then you can find fy (y).

Big Ideas Math A Bridge To Success Algebra 1: Student Edition 2015
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ISBN:9781680331141
Author:HOUGHTON MIFFLIN HARCOURT
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Chapter4: Writing Linear Equations
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Could you explain how to do part (c) please

(a) The random variable X has Exponential distribution X ~ Exp(A).
Find the moment generating function Mx(t).
For what values of t can Mx(t) be computed? Explain your answer.
(b) Let X1, X2, X, be independent identically distributed exponential random
variables, X; ~ Exp(A). Compute My (t) for Y = 1 Xi.
(c) Find the probability density function fy(y).
Hint. If you know My (t) then you can find fy (y).
Transcribed Image Text:(a) The random variable X has Exponential distribution X ~ Exp(A). Find the moment generating function Mx(t). For what values of t can Mx(t) be computed? Explain your answer. (b) Let X1, X2, X, be independent identically distributed exponential random variables, X; ~ Exp(A). Compute My (t) for Y = 1 Xi. (c) Find the probability density function fy(y). Hint. If you know My (t) then you can find fy (y).
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