Question: Let X1, X2, . . . be a sequence of i.i.d. random variables having the exponential distribution with parameter 1. Let Yn for each n

Let X1, X2, . . . be a sequence of i.i.d. random variables having the exponential with parameter 1. Let Yn for each n = 1, 2, . . . .
a. For each u > 1, compute the Chern off bound on Pr(Yn > nu).
b. What goes wrong if we try to compute the Chern off bound when u < 1?

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a The mgf of the exponential distribution with parameter 1 is 11s for s 1 hence the mgf ... View full answer

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