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Math Help - Calculating mgf of a joint density. Issue with evaluating limits.

  1. #1
    Junior Member
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    Calculating mgf of a joint density. Issue with evaluating limits.

    Below I've attached the problem. The structure is:

    1. Question asked
    2. My Attempt
    3. Last step (I've labeled this out to help clearly identify where my problem is).

    I've double checked my work and I keep arriving to this final expression, which I believe is correct. Problem is, doesn't my expression explode since e^infinity explodes?
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  2. #2
    MHF Contributor
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    Re: Calculating mgf of a joint density. Issue with evaluating limits.

    Maybe you should be demonstrating that the MGF fails to exist? Maybe you could prove it for one variable? Maybe not.
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