(a) The pdf of the k x 1 random vector X is √x 6) = [² fx 1=1 -n I (n.) |exp(-2₁7¹x,). (i) Determine the mgf of X: 3 x 1. (ii) The mgf of X : p x 1 is Mx (t) = 1 (¹-4) k=1 ak Use differentiation to find the variance of X. -nk 0< 0

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(a) The pdf of the k x 1 random vector X is
Sx (x) = II :
a,
I (n)
exp -Ea,'x,
0 < x < 00
i=1
i=1
(i) Determine the mgf of X : 3 x 1.
(ii) The mgf of X : p x 1I is Mx (t) = [1 (1 – 4 )
ak
Use differentiation to find the variance of X.
Transcribed Image Text:(a) The pdf of the k x 1 random vector X is Sx (x) = II : a, I (n) exp -Ea,'x, 0 < x < 00 i=1 i=1 (i) Determine the mgf of X : 3 x 1. (ii) The mgf of X : p x 1I is Mx (t) = [1 (1 – 4 ) ak Use differentiation to find the variance of X.
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