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) -

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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
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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