I am not sure how to proceed with the question below. I know the theorem that states what the mgf is... I'm just not sure how to properly apply it. Essentially, from the question below, I know that the matrix will be of rank 3, it will have diagonal entries of 4, 4, 1, and 0... However, I am unsure how to formally write this as a moment generating function. Help would be great. Thanks.
Quadratic Form MGF
0
$\begingroup$
probability
statistics