Let X1, X2, . . . be a sequence of i.i.d. random variables having the exponential distribution
Question:
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?
Distribution
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Step by Step Answer:
a The mgf of the exponential distribution with parameter 1 is 11s for s 1 hence the mgf ...View the full answer
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Related Book For 
Probability And Statistics
ISBN: 9780321500465
4th Edition
Authors: Morris H. DeGroot, Mark J. Schervish
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