Let X₁, X2, ..., Xn ~ N(µ, o²) independent random variables. Find the distribution ofXu+X2+…+XnX = =nusing the MGF technique.

Given Xi~N(μ, σ2) be the iid and i=1,2,...,n Result: X and Y are independent then E(XY)=E(X)E(Y)…

Answered: Let X1, X2,..., Xn ~ N(μ, 0²)…

Algebra & Trigonometry with Analytic Geometry

13th Edition

ISBN:9781133382119

Author:Swokowski

Publisher:Swokowski

Chapter10: Sequences, Series, And Probability

Section10.8: Probability

Problem 31E

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Let X1, X2,..., Xn ~ N(μ, 0²) independent random variables. Find the distribution X+X2+…+Xn X= = n using the MGF technique.