Question 3 Suppose that X, Y and Z are statistically independent random variables, each of them with a x²(2) distribution. (a) Find the moment generating function of U = X +3Y+Z. State clearly and justify all steps taken. (b) Calculate the expectation E(U) using the moment generating function. Hint: You may use without proof the fact that the moment generating function of a x²(v) random variable W is v/2 27) 01². 1 Mw (t) = (1 - 2t) -
Question 3 Suppose that X, Y and Z are statistically independent random variables, each of them with a x²(2) distribution. (a) Find the moment generating function of U = X +3Y+Z. State clearly and justify all steps taken. (b) Calculate the expectation E(U) using the moment generating function. Hint: You may use without proof the fact that the moment generating function of a x²(v) random variable W is v/2 27) 01². 1 Mw (t) = (1 - 2t) -
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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![qmplus.qmul.ac.uk
Question 3
Suppose that X, Y and Z are statistically independent
random variables, each of them with a x²(2) distribution.
(a) Find the moment generating function of U = X +3Y + Z. State clearly and
justify all steps taken.
(b) Calculate the expectation E(U) using the moment generating function.
Hint: You may use without proof the fact that the moment generating function of a
x²(v) random variable W is
Mw (t)
=
(1-21)
2t
v/2
Continue to next page
A](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Ff4c040d5-3976-4fae-975f-0c19a30f8f2c%2F88da4346-d388-4578-a0ca-69e9acbb7750%2Fu9c4pv_processed.png&w=3840&q=75)
Transcribed Image Text:qmplus.qmul.ac.uk
Question 3
Suppose that X, Y and Z are statistically independent
random variables, each of them with a x²(2) distribution.
(a) Find the moment generating function of U = X +3Y + Z. State clearly and
justify all steps taken.
(b) Calculate the expectation E(U) using the moment generating function.
Hint: You may use without proof the fact that the moment generating function of a
x²(v) random variable W is
Mw (t)
=
(1-21)
2t
v/2
Continue to next page
A
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