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In: Statistics and Probability

Let X1 and X2 be independent identically distributed random variables with pmf p(0) = 1/4, p(1)...

Let X1 and X2 be independent identically distributed random variables with pmf p(0) = 1/4, p(1) = 1/2, p(2) = 1/4

(a) What is the probability mass function (pmf) of X1 + X2?

(b) What is the probability mass function (pmf) of X(2) = max{X1, X2}?

(c) What is the MGF of X1?

(d) What is the MGF of X1 + X2

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