X and Y are independent and have common MGF e^(t^2/2). Determine the joint mgf of X+Y and X-Y. I arrived at the correct answer using the book's method, but I did the problem another way and the answers do not match. I think it is a matter of the negative Y. The t2's cancel this way and I know they should not.
E(e^(t1X)*e^(t1Y)*e^(t2X)*e^(-t2)Y) =
e^(t1^2/2)e^(t1^2/2)e^(t2^2/2)e^(-t2^2/2)
E(e^(t1X)*e^(t1Y)*e^(t2X)*e^(-t2)Y) =
e^(t1^2/2)e^(t1^2/2)e^(t2^2/2)e^(-t2^2/2)
Finan 49.10
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