A Cauchy random variable has a PDF (a) Find the characteristic function, X() . (b) Show that
Question:
(a) Find the characteristic function, ϕX(ω) .
(b) Show that the derivatives dk / dωk (ϕX(ω)) do not exist at ω = 0.What does this mean?
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b/ π
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Related Book For
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
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