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Q30Section ST (Statistics (Q11–Q65))30 of 65

MGF of log chi-square

Let XX follow a 10-dimensional multivariate normal distribution with zero mean vector and identity covariance matrix. Define Y=log⁡eXTXY = \log_{e} \sqrt{X^T X} and let MY(t)M_Y(t) denote the moment generating function of YY at tt, t>−10t > -10. Then MY(2)M_Y(2) equals __________ (answer in integer).

Numerical answer: type the number (no options).

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