Question: K,K1,K2, . . . are iid random variables. Use the MGF of M = K1 + + Kn to prove that (a)

K,K1,K2, . . . are iid random variables. Use the MGF of M = K1 + ∙ ∙ ∙ + Kn to prove that
(a) E [M] = nE[K]
(b) E[M2] = n(n-1)(E[K])2 + n E[K2].

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