Question: Obtain the moment generating function of X and hence show that if R is another independent random variable with P(R = r ) = (e
Obtain the moment generating function of X and hence show that if R is another independent random variable with P(R = r ) = (e ā 1)eār for r = 1, 2, . . . , then R ā X is exponentially distributed. (Oxford 1981F)
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