82. Let (t1,..., tn) denote the joint moment generating function of X1,..., Xn. (a) Explain how the...

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82. 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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