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Find the constants c 1 and c 2 such that the quantity W(X) =E(X 3 ) +c 1 E(X)E(X 2 ) +c 2 [E(X)] 3

Find the constants c1 and c2 such that the quantity W(X) =E(X3) +c1 E(X)E(X2) +c2[E(X)]3 satisfies the property W(X1+X2) =W(X1) +W(X2) for any bounded and independent random variables X1 and X2.

Hint.One can either work with this expression directly, or usethe equality X1+X2(t) =X1(t) +X2(t), where X(t) = ln(E(etx)).

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