Show that the characteristic function of a Gaussian random variable with zero mean and variance o2 is ox (@) = exp -0² w² 2

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 19E
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Show that the characteristic function of a Gaussian random variable with zero mean and
variance o² is
(=
x (@) = exp
-0² w²
2
Transcribed Image Text:Show that the characteristic function of a Gaussian random variable with zero mean and variance o² is (= x (@) = exp -0² w² 2
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