Suppose that X₁, X₂, ..., Xₖ are independent random variables, and let Y = X₁ + X₂ + ... + Xₖ. If Xᵢ ~ GEO(p), then find the MGF of Y. What is the distribution of Y?
Added by Kaitlin P.
Step 1
Since Xâ‚, Xâ‚‚, ..., Xâ‚– are independent random variables, the MGF of Y = Xâ‚ + Xâ‚‚ + ... + Xâ‚– is simply the product of the MGFs of Xâ‚, Xâ‚‚, ..., Xâ‚–. Show more…
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