Let T= Find the mean and variance of T. some other info: are iid rv with density function , x>=0 and h>0, h is an unknown variable I'm not really sure how to approach this problem Any help will be appreciated Thanks in advance
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Obtain the mean and variance of any particular ln(1+x): Define I haven't checked but those integrals look do-able to me. Then,Use the standard results for summing independant variables ...
I got from wolfram For , it is just
are you supposed to use wolfram to do your integrals? anyway, for the last step you are expected to notice that all the are iid, so
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