In: Statistics and Probability
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