Question: A stochastic variable X has characteristic function fx (k) = 1/(1+k). (a) Compute the probability density, Px(x), the average, (x), and variance. (b) Write Kolmogorov's

A stochastic variable X has characteristic function fx (k) = 1/(1+k).

(a) Compute the probability density, Px(x), the average, (x), and variance.

(b) Write Kolmogorov's formula for this characteristic function. What is K(u)? Is the stochastic variable X infinitely divisible?

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