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Q107Section III (Statistics)107 of 190

MGF of a sum multiplies; MGF of a product needs conditioning

Let MV(t)M_V(t) denote the mgf of a random variable V. Suppose X and Y are two independent r.v.s whose mgf exists. Let Z=X+YZ=X+Y and W=XYW=XY. Then which of the following is true for all t∈(−h,h)t\in(-h,h) for some h>0h>0?

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