Question: Find the constants c1 and c2 such that the quantity W(X) = E(X3 ) + c1 E(X) E(X2 ) + c2 [E(X)]3 satisfies the property
Find the constants c1 and c2 such that the quantity W(X) = E(X3 ) + c1 E(X) E(X2 ) + c2 [E(X)]3 satisfies the property W(X1 + X2) = W(X1) + W(X2) for any bounded and independent random variables X1 and X2.
Hint. One can either work with this expression directly, or use the equality X1+X2 (t) = X1 (t) + X2 (t), where X(t) = ln
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