Question: 9. If X is exponentially distributed with parameter A and Y is independent of X and normally distributed with mean & and variance of. (a)

 9. If X is exponentially distributed with parameter A and Y

9. If X is exponentially distributed with parameter A and Y is independent of X and normally distributed with mean & and variance of. (a) find the moment generating function of X + Y. (b) Use the Chernoff bound to obtain an upper bound on the probability that X +Y

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