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

  1. Jan 12, 2010 #1
    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) Xi has a Poisson distribution with mean mi i = 1, 2, 3
    b) Xi is N(mi, si2) 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.
  2. jcsd
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