Question: 15. Prove that if 1 and 2 are characteristic functions, then so is = 1 + (1 )2 for any R

15. Prove that if φ1 and φ2 are characteristic functions, then so is φ = αφ1 + (1 − α)φ2 for any

α ∈ R satisfying 0 ≤ α ≤ 1.

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