Let X1,X2,X3,X4,X5 be a random sample of size 5 from a

Chapter 5, Problem 6E

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QUESTION:

Problem 6E

Let X1,X2,X3,X4,X5 be a random sample of size 5 from a geometric distribution with p = 1/3.

(a) Find the mgf of Y = X1 + X2 + X3 + X4 + X5.

(b) How is Y distributed?

Questions & Answers

QUESTION:

Problem 6E

Let X1,X2,X3,X4,X5 be a random sample of size 5 from a geometric distribution with p = 1/3.

(a) Find the mgf of Y = X1 + X2 + X3 + X4 + X5.

(b) How is Y distributed?

ANSWER:

Problem 6E

Let  be a random sample of size 5 from a geometric distribution with p = 1/3.

(a) Find the mgf of .

(b) How is Y distributed?

                                                               Step by Step Solution

Step 1 of 2

The MGF of geometric distribution with parameter  is

For given ,

Now, for the random variable ,

The MGF of Y is

So, the MGF function of  is

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