78. Let (t1, . . . , tn) denote the joint moment generating function of X1, .

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78. Let φ(t1, . . . , tn) denote the joint moment generating function of X1, . . . ,Xn.

(a) Explain how the moment generating function of Xi , φXi (ti), can be obtained from φ(t1, . . . , tn).

(b) Show that X1, . . . ,Xn are independent if and only if

φ(t1, . . . , tn) = φx1 (t1) · · · φXn (tn)

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