Question: 1.8. Suppose I(t, u) is a function on gr2 such that for each u, 1(, u) is a ch.f.~ and for each t, I(t,) is

1.8. Suppose I(t, u) is a function on gr2 such that for each u, 1(·, u) is a ch.f.~ and for each t, I(t,·) is continuous. Then for any d.f. G, exp

{I: [/(t, u) -l]dG(U)}

is a ch.f.

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