Question: iid 2. Let Yl, ..., Yn-1 ~ Xi and consider U = Et, Yi. (a) Show that U ~ Xn_1. (Hint: use the MGF method.

iid 2. Let Yl, ..., Yn-1 ~ Xi and consider U = Et, Yi. (a) Show that U ~ Xn_1. (Hint: use the MGF method. ) (b) What is the expectation of U? (c) If o' is a constant, what is the expectation of 02 n-1 U

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