I am working on a probabilty theory problem: Let (X,Y) be distributed with joint density f(x,y)=(1/4)(1+xy(x^2-y^2)) if abs(x)≤1, abs(y)≤1; 0 otherwise Find the MGF of (X,Y). Are X,Y independent? If not, find covariance. I have set up the integral to find the mgf ∫∫e^(sx+ty)f(x,y)dx dy with both integrals from -1 to 1. I am having trouble integrating this though in order to move on with the problem. I began to try integration by parts and I do not think that is the best route but have no other ideas. If anyone can help, I would greatly appreciate it!