Question: Let A be a random variable with characteristic function (M /)- Let R(t) be the real part of (M /). Show that: (a) R(t) =

Let A" be a random variable with characteristic function (M /)- Let R(t)

be the real part of (M /). Show that:

(a) R(t) = E(cos(tX)).

(b) R 2(t) < i[l + R(2t)].

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