Question: Please help with this homework question and explain. Thank you very much. Question: Suppose X is a random variable following the exponential distribution with parameter

Please help with this homework question and explain. Thank you very much.

Question:

Suppose X is a random variable following the exponential distribution with parameter .

(a) Find the moment generating function of X.

(b) Use the moment generating function to show that the sum of two independent exponential random variables is NOT an exponential random variable

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