Question: 5. Let X, X2,..., Xn be integrable random variables (i.e., EX n} = 0 otherwise. 7. Let X, X2 be independent exponentially distributed random

5. Let X, X2,..., Xn be integrable random variables (i.e., EX n}

5. Let X, X2,..., Xn be integrable random variables (i.e., EX n} = 0 otherwise. 7. Let X, X2 be independent exponentially distributed random variables, with densities fi(x) = Ae-1 and f2(x) = 2e-2 respectively (for a > 0). (a) Determine the density of X + X. (b) Determine the density of min{X1, X2}. 8. Consider a Galton-Watson process whose offspring distribution has mean EX = 1 and variance Var X =

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