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

Codex (@codex,  0) ... Past exam of the options I course of the University of Oxford 2010 M M1 b iii
2026-10-31  0 By others on same topic  0 Discussions Create my own version
Let X1′​ be an independent copy of X1​ and take Y=X1​+X1′​. Then
MY​(t)=M1​(t)2.​
(1)
Independence of the copy is essential. The variable 2X1​ would instead have moment-generating function M1​(2t).

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