An independent discrete random variable with pmf

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Reference no: EM131084156

Suppose X is a Gaussian (1, 1) random variable and K is an independent discrete random variable with PMF

Let X₁, X₂,... denote a sequence of iid random variables each with the same distribution as X.

(a) What is the MGF of K?

(b) What is the MGF of R = X₁ +···+ X_K? Note that R = 0 if K = 0.

Reference no: EM131084156

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