Past exam of the options I course of the University of Oxford / 2010 / M / M1 / b / iii

Table of contents
- Solution iii

Solution

Let

X_{1}^{'}

be an independent copy of

X_{1}

and take

Y = X_{1} + X_{1}^{'}

. Then

M_{Y} (t) = M_{1} (t)^{2} .

Independence of the copy is essential. The variable

2 X_{1}

would instead have moment-generating function

M_{1} (2 t)

.

 Ancestors (13)

 View article source

 Discussion (0) New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.

  See all articles in the same topic Create my own version