Question:
Let X and Y be two independent random variables with
Last updated: 8/10/2022
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Let X and Y be two independent random variables with distribution functions Fx and Fy. (a) Show that φxy(t) = ∫ φx(tx)d Fx(x). (b) Show that ¹∫₀ cos(tx0dx is a characteristic function. (c) Show that φx + y(t) = φx(t) φy(t).