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Question

Statistics Question on Multivariate Distributions

Let XX be a continuous random variable with a probability density function ff and the moment generating function M(t)M(t). Suppose that f(x)=f(x)f(x) = f(-x) for all xRx \in \mathbb{R} and the moment generating function M(t)M(t) exists for t(1,1)t \in (-1, 1). Then which of the following statements is/are correct?

A

P(X=X)=1P(X = -X) = 1

B

0 is the median of XX

C

M(t)=M(t)M(t) = M(-t) for all t(1,1)t \in (-1, 1)

D

E(X)=1E(X) = 1

Answer

0 is the median of XX

Explanation

Solution

The correct option is (B): 0 is the median of XX,(C): M(t)=M(t)M(t) = M(-t) for all t(1,1)t \in (-1, 1)