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Exercise 11.20 If N is a Poisson process with rate 2, show that the moment generating function of Nt - E(N.) Ut = var(Nt) is

Exercise 11.20 If N is a Poisson process with rate 2, show that the moment generating function of Nt - E(N.) Ut = var(Nt) is Mi (x) = E(et:) = exp[-x Vat + at(ex/Vhi - 1)]. Deduce that, as too, P(Ut

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