3) Let X₁, X₂, X, be mutually independent and identically distributed exponential random variables with parameter = 1. Show that, lim My(t) = et Where, X ==-1X₁

A First Course in Probability (10th Edition)
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3) Let X₁, X2, X, be mutually independent and identically distributed exponential
random variables with parameter = 1. Show that,
lim Mx (t) = et
11-00
***
n
Where, X ==-1X₁
Transcribed Image Text:3) Let X₁, X2, X, be mutually independent and identically distributed exponential random variables with parameter = 1. Show that, lim Mx (t) = et 11-00 *** n Where, X ==-1X₁
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