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(c) (6%, NWR) Let X1, X2, . .., Xn be iid with the mof M(t) given above. Define n Y = Xi . i=1 Find
(c) (6%, NWR) Let X1, X2, . .., Xn be iid with the mof M(t) given above. Define n Y = Xi . i=1 Find My (t), the mof of Y. The mof of a sum of independent ru's is the product of their mgf's. So the answer is My(t) = (M (t) ) n. (d) (8%) Let B > 0. Find the limit of My (t) as n -+ co, p -+ 0, and np - B. (For example, you could take pn = B for all n.)
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