Question: Prove that if (F(x)) is a distribution function, (f(t)) the corresponding characteristic function, and (x_{v}) are abscissas of jumps in the function (F(x)), then [

Prove that if \(F(x)\) is a distribution function, \(f(t)\) the corresponding characteristic function, and \(x_{v}\) are abscissas of jumps in the function \(F(x)\), then

\[ \lim _{T \rightarrow \infty} \frac{1}{2 T} \int_{-T}^{T}|f(t)|^{2} d t=\sum_{v}\left\{F\left(x_{v}+0\right)-F\left(x_{v}-0\right)\right\} \]

Step by Step Solution

3.38 Rating (154 Votes )

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 Theory Of Probability Questions!