新鲜出炉的Exam P考试心得

楼主，请问你说的guo‘s manual 里那个幂指函数积分的窍门大概在哪个章节？请指点~！

看了楼主的贴很有动力

支持，祝福

peaceatchina 发表于 2012-6-25 12:04
e^(2s^2+st+8t^2), 求Var(X+Y），
there should be Mx+y(s,t) = e^(2s^2+st+8t^2).  the mgf of normal di ...

Your answer is not quite complete. We don't know X and Y are independent. Therefore, Var(X+Y)=Var(X)+Var(Y)+2Cov(X,Y). By calculation we know that Cov(X,Y)=1. Therefore the answer should be your answer plus 2*1. That is 22.