Derive the moment generating function of y= a x1+b x2, where y~ N( a 1 +...

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Derive the moment generating function of y= a x1+b x2,

where y~ N( a $\mu$ _{1 +} b $\mu$ ₂ , a² $\sigma$ ₁² +b² $\sigma$ ₂² + 2ab cov(x1, x2) ), not both a and b equal to zero.

math Statistics-And-Probability

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Answer 1

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나 hal a bivanate norm ap 。し.shrubuhon ulith mean am d CoV amam@ mari s Σ: Corrakahơn betweem X1 and X2 ti mxIt ) E(e = - e E (e az 니 t시 2 ta! 2. E e The m - ELe

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