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Math Help - moment generation function

  1. #1
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    moment generation function

    Moment generating function is Mx,y(s,t)=E(exp(sx+ty)). compute cov(x,y)?

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  2. #2
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    Re: moment generation function

    Hey animalmanny.t

    Recall that Cov(X,Y) = E[XY] - E[X]E[Y].

    Hint: You can find E[X], E[Y] and E[XY] by finding the appropriate partial derivatives and setting t or s (or both) to 0.
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  3. #3
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    Re: moment generation function

    earlier, sometime back a friend helped me with it. either way, thank you for your help.
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