Question 6. Let X and Y be independent random variables. Suppose that the moment generating funct ions of X and Y are, respectively, ee-1) and (+e), for -0

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Question 6. Let X and Y be independent random variables. Suppose that the moment generating
functions of X and Y are, respectively, ele-1) and ( +e), for -∞ <t < o∞. The probability
P(XY = 1) is equal to
(a) e/2
(b) e/4
(c) 1/(2e²)
(d) 1/(4e)
(e) none of the above.
Transcribed Image Text:Question 6. Let X and Y be independent random variables. Suppose that the moment generating functions of X and Y are, respectively, ele-1) and ( +e), for -∞ <t < o∞. The probability P(XY = 1) is equal to (a) e/2 (b) e/4 (c) 1/(2e²) (d) 1/(4e) (e) none of the above.
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