Suppose that (X) is a continuous random variable that takes on real values and has characteristic function
Question:
Suppose that \(X\) is a continuous random variable that takes on real values and has characteristic function \(\psi(t)=\exp (-|t|)\). Use Theorem 2.28 to find the density of \(X\).
Transcribed Image Text:
Theorem 2.28. Consider a random variable X with characteristic function (t). If L** \v(t)]dt < , then X has an absolutely continuous distribution F with a bounded and con- tinuous density f given by 1 f(x) = 2 exp(-itx)(t)dt.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 100% (QA)
Answered By
PALASH JHANWAR
I am a Chartered Accountant with AIR 45 in CA - IPCC. I am a Merit Holder ( B.Com ). The following is my educational details.
PLEASE ACCESS MY RESUME FROM THE FOLLOWING LINK: https://drive.google.com/file/d/1hYR1uch-ff6MRC_cDB07K6VqY9kQ3SFL/view?usp=sharing
3.80+
3+ Reviews
10+ Question Solved
Related Book For
Question Posted:
Students also viewed these Business questions
-
Suppose that \(X\) is a continuous random variable that takes on positive real values and has characteristic function \(\psi(t)=(1-\theta i t)^{-\alpha}\). Use Theorem 2.28 to find the density of...
-
ttth Suppose that the sequence of bags {Bn | n N} is recursively enumerated by the computable function e(n, x) = fn(x), [7 marks] Hence prove that the set of all recursive bags cannot be recursively...
-
The following profits (losses) of an individual taxpayer that is resident in Egypt for the years 2016 and 2017 are as follows 2016 2017 Salaries and the like 2016: 21,000, 2017: 24,900 Commercial...
-
State whether the following statements are true or false. Also, very briefly mention the reason if the statement is false. i. TOFO Surfactants increase the surface tension of water. ii. TOFO The Mach...
-
To find the height of an overhead power line, you throw a ball straight upward. The ball passes the line on the way up after 0.75 s, and passes it again on the way down 1.5 s after it was tossed....
-
Material with uniform resistivity % is formed into a wedge as shown in Figure P27.71. Show that the resistance between face A and face B of this wedge is R= Face A Face B 01 tat
-
Its Intoxicating Inc., is a Pennsylvania corporation that manufactures and distributes cosmetic products to various retailers. Maritim is a German company that owns and operates hotels throughout...
-
Duggan Company applies manufacturing overhead to jobs on the basis of machine hours used. Overhead costs are expected to total $325,000 for the year, and machine usage is estimated at 125,000 hours....
-
3 Eight students were asked to estimate the mass of a bag of sweets in grams. First they were asked to estimate the mass without touching the bag and then they were told to pick the bag up and...
-
Suppose that \(X\) is a continuous random variable that takes on values in \((0,1)\) and has characteristic function \(\psi(t)=[\exp (i t)-1] / i t\). Use Theorem 2.28 to find the density of \(X\)....
-
Suppose that \(X\) is a discrete random variable that takes on positive integer values and has characteristic function \[\psi(t)=\frac{p \exp (i t)}{1-(1-p) \exp (i t)}\] Use Theorem 2.29 to find the...
-
Briefly explain what will happen to a bonds duration measure if each of the following events occur. a. The yield to maturity on the bond falls from 8.5% to 8%. b. The bond gets 1 year closer to its...
-
A certain reaction has an activation energy of 62.0 kJ/mol and a frequency factor of A = 3.10x102 M-1.s. What is the rate constant, k, of this reaction at 29.0 C ? Express your answer with the...
-
One of the following structures does not fit with the others. Circle it. Justify your choice.coOm. U x F
-
Convert henry's constant K _ h from 3 * 1 0 ^ 3 M / atm to henry's constant K _ h in atm * m ^ 3 / mol units
-
Consider a 169 lb individual running at about 18.3 miles per hour. What is the de Broglie wavelength of this runner? Chint: consider your units, and the conversions that may be necessary: Planks...
-
Consider two food dyes one is red and one is blue. a ) Which has a smaller HOMO - LUMO gap? b ) Will this absorb at a higher or lower wavelength? Green Blue Yellow primary primary complementary...
-
When violet light of wavelength 415nm falls on a single slit, it creates a central diffraction peak that is 9.20cm wide on a screen that is 2.55m away. How wide is the slit?
-
5. Convert the following ERD to a relational model. SEATING RTABLE Seating ID Nbr of Guests Start TimeDate End TimeDate RTable Nbr RTable Nbr of Seats RTable Rating Uses EMPLOYEE Employee ID Emp...
-
Suppose a 95% confidence interval for the difference in the proportion of female students who regularly drink coffee and the proportion of male students who regularly drink coffee ( F M ) is...
-
What are the observational/experimental units? In 1970 Linus Pauling, a well-known chemist and Nobel Prize winning scientist, published Vitamin C and the Common Cold (1970), creating a great deal of...
-
Suppose you sample from two large populations and find sample proportions of p? 1 = 120/300 and p? 2 = 125/500. Suppose you are going to complete a test of significance using these proportions to see...
-
Imagine you are a manager leading a diverse team of individuals with varied cultural backgrounds, experiences, and communication styles. One of your team members consistently delivers high - quality...
-
Given the workplace stresses of the past two years, your CEO has asked you to investigate whether employee counselling would be of use in assisting staff through these difficult times. What would you...
-
What does rule 1 1 require insofar as investigating the facts of the plaintiff claim before filing? Similarity what does rule 1 1 require insofar as investigating the applicable law of plaintiff...
Study smarter with the SolutionInn App