Let X ~ exp(λ) MGF of X = λ/(1-t) a) What is MGF of Y =...

Let X ~ exp(λ)

MGF of X = λ/(1-t)

a) What is MGF of Y = 3X

b) Y has a common distribution, what is the pdf of Y?

c) Let X1,X2,....Xk be independent and identically distributed with Xi ~ exp(λ) and S = Σ Xi (with i = 1 below the summation symbol, and k is on top of the summation symbol). What is the MGF of S?

d) S has a common distribution. What is the pdf of S?

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Expert Solution

milcah answered 8 months ago

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