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