z*********o
发帖数: 541 | 1 the definition of mgf:M(t)=E(e^tx)
if X1 and X2 are independent, then M(t1,t2)=E(e^t1x1+e^t2x2)
为何是 e^t1x1和e^t2x2相加的expectation呢？对mgf不适很理解，所以出现这种joint
mgf就更搞不
清楚了。谢谢 | d*********a
发帖数: 255 | 2 The correct formula should be
M(t1,t2)=E[e^(t1X1+t2X2)]=E[e^(t1X1)*e^(t2X2)]
The formula your mentioned is wrong.
joint
【在 z*********o 的大作中提到】
: the definition of mgf:M(t)=E(e^tx)
: if X1 and X2 are independent, then M(t1,t2)=E(e^t1x1+e^t2x2)
: 为何是 e^t1x1和e^t2x2相加的expectation呢？对mgf不适很理解，所以出现这种joint
: mgf就更搞不
: 清楚了。谢谢
| z*********o
发帖数: 541 | 3 e^(t1X1+t2X2)为何指数是t1x1和t2x2相加呢？谢谢
【在 d*********a 的大作中提到】
: The correct formula should be
: M(t1,t2)=E[e^(t1X1+t2X2)]=E[e^(t1X1)*e^(t2X2)]
: The formula your mentioned is wrong.
:
: joint
| d*********a
发帖数: 255 | 4 definition
【在 z*********o 的大作中提到】
: e^(t1X1+t2X2)为何指数是t1x1和t2x2相加呢？谢谢
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