4. If X is an integer-valued random variable with characteristic function , show that 1 2π P(X = k) = π -T -itk e o(t) dt. What is the corresponding result for a random variable whose distribution is arithmetic with span> (that is, there is probability one that X is a multiple of λ, and is the largest positive number with this property)?

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4. If X is an integer-valued random variable with characteristic function , show that
1
2π
P(X = k) =
π
-T
-itk
e
o(t) dt.
What is the corresponding result for a random variable whose distribution is arithmetic with span
(that is, there is probability one that X is a multiple of λ, and is the largest positive number with this
property)?
Transcribed Image Text:4. If X is an integer-valued random variable with characteristic function , show that 1 2π P(X = k) = π -T -itk e o(t) dt. What is the corresponding result for a random variable whose distribution is arithmetic with span (that is, there is probability one that X is a multiple of λ, and is the largest positive number with this property)?
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