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If X and Y are independent, where X is a geometric random variable with parameter 3/4...

If X and Y are independent, where X is a geometric random variable with parameter 3/4 and Y is a standard normal random variable. Compute E(e X), E(e Y ) and E(e X+Y ).

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Answer #1

We have to calculate E(eX),E(eY),E(eX+Y)

Where X and Y are independent

And. X~geometric(3/4)

AndY~N(0,1)

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