Question: Suppose (X_i) for i = 1, . . . , n are independent copies of X which is a standard exponential random variable on (0,),

Suppose (X_i) for i = 1, . . . , n are independent copies of X which is a standard exponential random variable on (0,), i.e. the density function is fX(x) = exp(x). Find E exp(tS) where S = X_1 + + X_n.

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