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Let X be a random variable such that Mx (t) = E(et * ) 0. (a) Show that E(et * (X]) 0 and |t| 0,

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Let X be a random variable such that Mx (t) = E(et * ) 0. (a) Show that E(et * (X]") 0 and |t| 0, then an analog of Proposition 6.2.3 holds. For example, the following assertions are valid (cf. Problem 6.4): (1) E |Xk|" - ur (2.25) rezk for all t = (t1 , . . . , tK) E (-E, te)k. (3) For any r = (11, . . . , rk) E ZA, dr der -Mx (t) = Hr ; (2.26) t= 0 ark where der at 1 at K

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