Question: Find the moment generating function of Xn. Let Y1, Y2, . . . , Yn be independent random variables, each having the same distribution as

Find the moment generating function of Xn.

Let Y1, Y2, . . . , Yn be independent random variables, each having the same distribution as X1.

Find the moment generating function of Pn i=1 Yi , and deduce its distribution. (Oxford 2005)

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