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cutesteph
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Homework Statement
Let X,W,Y be iid with a common geometric density f_x(x)= p(1-p)^x for x nonnegative integer
and p is in the interval (0,1)
What is the characteristic function of A= X-2W+3Y ?
Determine the family of the conditional distribution of X given X+W?
Homework Equations
the characteristic function of the geomtric series is p/[1-(1-p)exp(it)]
The Attempt at a Solution
The characteristic function of a sum of random variables is the product of the individual characteristic functions.
So I need to find the characteristic function of X , -2W and 3Y and multiply them together?