(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

Let Y= X1 + X2 and Y2 = X2 + X3 where X1 X2 and X3 are three independent random variables. Find the joint mgf and the correlation coefficient of Y1 and Y2 provided that

a) X_{i}has a Poisson distribution with mean m_{i}i = 1, 2, 3

b) X_{i}is N(m_{i}, s_{i}^{2}) i = 1, 2, 3

3. The attempt at a solution

To find the joint mgf, do you have to go through and calculate E(e^(t1y1 + t2y2)) or is there an easier way?

Any hints as to how to start.

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# Homework Help: Finding joint mgf and correlation coefficient of two variables?

Can you offer guidance or do you also need help?

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