zibi Messages 2 Reaction score 0 Thread starter Nov 27, 2009 #1 Prove or disprove that function [tex]\phi(t)=\frac{1}{1+|t|}[/tex] is charcteristic function of some random variable.
Prove or disprove that function [tex]\phi(t)=\frac{1}{1+|t|}[/tex] is charcteristic function of some random variable.
HallsofIvy Science Advisor Homework Helper Messages 42,895 Reaction score 983 Nov 27, 2009 #2 Okay, let's start with the definition. What is a characteristic function of a random variable?
zibi Messages 2 Reaction score 0 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.
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.