Question: Let Z ~ N(0, Ia) and let a E Rd be a fixed vector. Calculate E[explaz}] = E[exp{_ _jaiZi}] (Hint: note that Zi and Z,

Let Z ~ N(0, Ia) and let a E Rd be a fixed vector. Calculate E[explaz}] = E[exp{_ _jaiZi}] (Hint: note that Zi and Z, are independent for i * j). Now let X = AZ +u for ME Rd and A E Rdxd. Calculate M(u, a) = Elexp{a X}] (Hint: use the result you just found for Elexplaz}])

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