Question: 1.*2. Let feu, t) be a function on ( 00, (0) x ( 00, (0) such that for each u, f (u, .) is a

1.*2. Let feu, t) be a function on ( 00, (0) x ( 00, (0) such that for each u, f (u, .) is a ch.f. and for each t, f (-, t) is a continuous function; then

[00 .J -00 feu, t) dG(u)

is a ch.f. for any d.f. G. In particular, if f is a ch.f. such that limt~oo f(t)

exists and G a d.f. with G(O) 0, then

~OO (tl .r f; dG(u) is a ch.f.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Elementary Probability For Applications Questions!