QUESTION 9 (a) Define the moment generating function of a random vector X p x 1 (2) (b) Suppose that the moment generating function of X p x 1 Is Mx ( 1 ) = exp L'A + (1'0 )2 + 12] where 0 . p x 1 is a vector of parameters Identify the moment generating function to find the distribution of X and name the parameters (6) (c) Let T = Y + u where Y ~ N (p, 0, _ ) and X ~ x2 (m) are independently distributed Find E (7) where a p x 1 is a constant vector (4)