Let Ki, 1<2, . .. denote a sequence of iid Bernoulli (p)

Chapter 9, Problem 9.19

(choose chapter or problem)

Let Ki, 1<2, . .. denote a sequence of iid Bernoulli (p) random variables. Let M = 1< 1 + + Kn. (a) Find the MGF > K(s ). (b) Find the l\IIGF > j\1 (s ). (c) Use the MGF >M(s) to find E[JVJ] and var[ NJ].

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