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07-06-2023
Mathematics

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If the moment generating function of the random vector [X1X2] is MX1,X2(t1,t2)=exp[μ1t1+μ2t2+21(σ12t12+2rhoσ1σ2t1t2+σ22t22)], use the method of differentiation to find Cov(X1,X2).

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