Let be a Unif variable, that is, is Uniformly distributed over the interval .
Provide answers to the following to two decimal places.
Part a)
Find the MGF of , evaluated at the point .
Part b)
Let be independent Unif variables. Let \begin{align*} Y = \sum_{i=1}^n X_i. \end{align*} Find the MGF of . Evaluate the MGF at the point in the case .
Part c)
Find the standard deviation of .
Part d)
Standardize to create a new variable with mean zero and standard deviation 1. Find the MGF of Evaluate at the point in the case .
Part e)
Suppose we let tend to infinity. Find , and evaluate it at the point . Do you recognise the MGF?
You can earn partial credit on this problem.