If M(t 1 , t 2 ) is the mgf of a bivariate normal distribution, compute the

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If M(t1, t2) is the mgf of a bivariate normal distribution, compute the covariance by using the formula

Now let ψ(t1, t2) = log M(t1, t2). Show that ∂2ψ(0, 0)/∂t1∂t2 gives this covariance directly.

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Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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