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The question is on An Intermediate Course in Probability by Allan Gut. Page 115 question 22. It is complete: 22. Let X1, X2, ..., Xn

The question is on An Intermediate Course in Probability by Allan Gut. Page 115 question 22. It is complete:

22. Let X1, X2, ..., Xn be independent, Exp(1)-distributed random vari- ables, and set Zn = nX(1 +(n-1)X(2) + . . . + 2X(n-1) + X(n) . Compute E Zn, and Var Zn

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