Hey,

I was wondering if anyone can help me evaluate:

E[exp{aR^2 + bRQ + cQ^2}], where R,Q~iN(0,1) and a,b,c are constants.

The mgfs for chi-squared distribution can't be used right because R^2 and RQ are not indepedent etc, so you can't split the expectations up? Is there another way? I also tried integration with the joint pdf of R and Q; but I'm not sure it's correct.