=+26.9. Use characteristic functions for a simple proof that the family of Cauch. distributions defined by (20.45)
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=+26.9. Use characteristic functions for a simple proof that the family of Cauch.
distributions defined by (20.45) is closed under convolution; compare th argument in Problem 20.14(a). Do the same for the normal distributic
(compare Example 20.6) and for the Poisson and gamma distributions.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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