Question
Let (xi, yi), i = 1, 2, ..., n, be a random sample from a bivariate normal distribution. Find the joint moment generating function of
Let (xi, yi), i = 1, 2, ..., n, be a random sample from a bivariate normal distribution. Find the joint moment generating function of (x bar, y bar). What is its distribution, given (x1, y1), ..., (xn, yn) are independent?
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An Introduction to the Mathematics of financial Derivatives
Authors: Salih N. Neftci
2nd Edition
978-0125153928, 9780080478647, 125153929, 978-0123846822
