Let x and y be independent random variables with moment

Reference no: EM13632552

a) Let X and Y be independent random variables with moment generating functions f(t) and g(t), respectively. Let Z=X+Y. Determine MZ(t), the moment generating function of Z, in terms of f(t) and g(t).

b) Let X and Y be independent random variables that are both geometric distributions with likelihood of success equal to p. Using the previous problem, determine the moment generating function MZ(t) of Z=X+Y.

Reference no: EM13632552

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