Quote:
Originally Posted by k_sze
Will I need to summon notions such as "moment generating function" for part (c) of this problem?
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So I
did end up using moment generating function. And I think the answer to (c) is

, using calculus.
But now I'm stuck at (d).
Directly substituting

is probably wrong? Because

can be simplified to the point where no logarithm appears (unless I made a really big mistake).