I have the following joint MGF of A and B. t1 corresponds to A and t2 corresponds to B.
I tried to find the expectation, variance, and correlation for A and B. I was wondering if the following values were correct:
E(A) = 1 Var (A) = 1
E(B) = 2 Var(B) = 2
Corr (A,B) = -1
If anyone could verify these values with me, then I would really appreciate it.
Thanks!