Question: Let be a normal random vector with the following mean and covariance Find the MGF of X defined as X= X1 X X3.

LetX= X1 X X3.

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

Find the MGF of X defined asMx (s, t,r) = E [eX+tX2+rX3].

X= X1 X X3.

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