1. moment generation function

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

2. 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.

3. Re: moment generation function

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