Question: The question is on An Intermediate Course in Probability by Allan Gut. Page 115 question 22. It is complete: 22. Let X1, X2, ..., Xn

The question is on An Intermediate Course in Probability by Allan

The question is on An Intermediate Course in Probability by Allan Gut. Page 115 question 22. It is complete:

Gut. Page 115 question 22. It is complete: 22. Let X1, X2,

22. Let X1, X2, ..., Xn be independent, Exp(1)-distributed random vari- ables, and set Zn = nX(1 +(n-1)X(2) + . . . + 2X(n-1) + X(n) . Compute E Zn, and Var Zn

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