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Let X,Y and Z be three independent random variables with X∼N(μ,σ2), and Y,Z∼Uniform(0,2). We also know that
E[X2Y+XYZ]=13,E[XY2+ZX2]=14.
Find μ and σ.
Step-by-step explanation:
For many important discrete random variables, the range is a subset of {0,1,2,...}. For these random variables it is usually more useful to work with probability generating functions (PGF)s defined as
GX(z)=E[zX]=∑n=0∞P(X=n)zn,
for all z∈R that GX(z) is finite.
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