1. The moment generating function of J * given (?, X) exists on IR in view of (22) since the distribution of ? given (?, X) has a bounded support. The right-hand sides of (23) must be the moment generating functions of absolutely continuous distributions, with densities bounded away from zero on their supports;Ac ? J * |? ; ? F X;a,X (�|?, a, x)dF (?, a|x) thereby establishing ? J * |?,X (�|c, x) > 0 on IN as F (�, �|�)
2. which have such properties. We now turn to sufficiency;�;IR ++ , because they are the moment generating functions of??of? of?? = (1 ? H 2 (X))? given (c, x)