Question: Suppose that X = ( X 1 X 2 ) has moment generating function (MGF) M X ( t ) = M X ( t

Suppose that X = (X1X2) has moment generating function (MGF)

MX(t)=MX(t1,t2)=E[exp(t1X1+t2X2)].

  • Express the MGF ofX2as a function ofMX(t1,t2).
  • Express the MGF ofX1+X2as a function ofMX(t1,t2).

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