1. Show, by using characteristic, or moment generating functions, that iffx(x) = ½ex, -∞0 < x < ∞,then XY₁ - Y2, where Y₁ and Y2 are independent, exponentially distributedrandom variables.

Step 1:Step 2:Step 3:If you have further doubts, feel free to ask me.

Answered: 1. Show, by using characteristic, or…

Algebra & Trigonometry with Analytic Geometry

13th Edition

ISBN:9781133382119

Author:Swokowski

Publisher:Swokowski

Chapter5: Inverse, Exponential, And Logarithmic Functions

Section5.6: Exponential And Logarithmic Equations

Problem 64E

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1. Show, by using characteristic, or moment generating functions, that if fx(x) = ½ex, -∞0 < x < ∞, then XY₁ - Y2, where Y₁ and Y2 are independent, exponentially distributed random variables.