Question: If MX1,X2,X3 (t1, t2, t3) is the moment-generating function for (X1, X2, X3), then MX1,X2,X3 (t1, 0, 0), MX1,X2,X3 (0, t2, 0), and MX1,X2,X3 (0,

If MX1,X2,X3 (t1, t2, t3) is the moment-generating function for (X1, X2, X3), then MX1,X2,X3 (t1, 0, 0), MX1,X2,X3 (0, t2, 0), and MX1,X2,X3 (0, 0, t3) are the moment generating functions for the marginal pdfs of X1, X2, and X3, respectively. Use this fact, together with the result of Question 10.2.8, to verify the statement of Theorem 10.2.2.

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