NETMaths
Part BCSIR NET December 2023mgf-factorisation

Mgf factorisation

Let (X, Y) have joint moment generating function (5/6 + . Then P(X + 2Y > 1) equals

  1. A.1581/3456
  2. B.1875/3456
  3. C.125/3456
  4. D.3331/3456

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The trap it tests

Moments and tails

A moment assumed to exist, or tail behaviour assumed to be tame.

Drill statements like this

Related counterexample: Uncorrelated ⇒ independent

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From ProbabilityRandom variables, distributions, moments, MGF

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