Let be a normal random vector with the following mean and covariance Find the MGF of X

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Let X= X1 X X3.

be a normal random vector with the following mean and covariance C = m 9 1 -1 1 [2] 0 1 4 2 2 4 -1

Find the MGF of X defined as

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Related Book For answer-question

Introduction To Probability Statistics And Random Processes

ISBN: 9780990637202

1st Edition

Authors: Hossein Pishro-Nik

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Question Posted: Oct 27, 2023 02:39 AM

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Let be a normal random vector with the following mean and covariance Find the MGF of X

Question:

X= X1 X₂ X3.

Step by Step Answer:

The momentgenerating function MGF of a multivariate normal random vector X X1 X2 X3 is given by Mxs ...View the full answer

Introduction To Probability Statistics And Random Processes

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