Let U and V be independent random variables, each having a standard normal distribution. Show that the
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Let U and V be independent random variables, each having a standard normal distribution. Show that the mgf E(et(UV)) of the random variable UV is (1 − t2)−1/2, −1 < t < 1.
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EuV EuEV uEuV 121t212t2 t 1 Note that the mgf of UV i...View the full answer
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Related Book For 
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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