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Characteristic function ?

  1. Nov 27, 2009 #1
    Prove or disprove that function [tex]\phi(t)=\frac{1}{1+|t|}[/tex] is charcteristic function of some random variable.
     
  2. jcsd
  3. Nov 27, 2009 #2

    HallsofIvy

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    Okay, lets start with the definition. What is a characteristic function of a random variable?
     
  4. Nov 28, 2009 #3
    you are proposing to apply inverse fourier transform and to check whether the function we will get can be density function ??? So how can inverse fourier transform be computed in this case ? that's my question now.
     
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