A random variable X has the characteristic function 1 1 + u² Find the probability density of this random variable. E(u) =

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 9E
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A random variable X has the characteristic function
1
1 + u²
Find the probability density of this random variable.
E(u)
=
Transcribed Image Text:A random variable X has the characteristic function 1 1 + u² Find the probability density of this random variable. E(u) =
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