Exercise Solution 3.41

Exercise Solution 3.41

By [3.143], the moment generating function of Y is:





The second moment E(Y2) of Y is obtained as the second derivative of MGF [s4] evaluated at w = 0:





where [s7] is obtained by taking the derivative in [s6] and then taking a limit as → 0, which requires applying l’Hôpital’s rule twice.

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