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Q:
Multivariable moment generating function: prove it
Let $X,Y$ and $Z$ be independent random variables with MGF $$Ee^{tX+sY+zZ}=\int_{(\Bbb R^2)^3} e^{ty+\tau z+\lambda (xy-y)} dF,$$ how can I prove that the MGF of $XY$ and $xZ$ is: $$ 6add127376 vigwahk
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