How do I show that if X1, X2,... , Xn are independent Bernoulli random variables, then Y=X1 + X2 +... +Xn is binomial? I know for n=1 that Bernoulli is just a special case of binomial, but how do I show that for n+1? Thanks.
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The easiest way is via MGFs.
Have you seen them in class?
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