If S n = X 1 +...+X n , where the Xs are i.i.d., then as we
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If Sn = X1 +...+Xn, where the X’s are i.i.d., then as we know, MSn (z) = (MX (z))n, where MX (z) is the m.g.f. of Xi. Show that Proposition 2 includes this case.
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