Suppose that the coordinates of a r.vec. X = (X 1 , ...,X k ) are independent.
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Suppose that the coordinates of a r.vec. X = (X1, ...,Xk) are independent. Present the m.g.f MX(z) in terms of the m.g.f.’s of the coordinates. Is MX(z) uniquely determined by the m.g.f.’s of the coordinates in the general case? (Advice: As an example, we may consider the normal case, and formula (3.3.5).)
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If the coordinates are independent then the mgf Mxz Eexpz1X1 ZkXk Ee Eexk Mx z1 Mxx zk The a...View the full answer
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