Question: A random variable (U) is uniformly distributed on the interval ((-A, A)) and its probability density function is zero otherwise. (a) Find an expression for

A random variable \(U\) is uniformly distributed on the interval \((-A, A)\) and its probability density function is zero otherwise.

(a) Find an expression for \(A\) in terms of the variance \(\sigma_{U}^{2}\) of \(U\).

(b) Find an expression for the characteristic function of \(U\) as a function of the variance \(\sigma_{U}^{2}\).

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