=+a, - a > 0, b, - > b, and aX+b and Y have the same distribution.
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=+a, - a > 0,
b, - >
b, and aX+b and Y have the same distribution. Prove this by characteristic functions. Let ,,, , y be the characteristic functions of X ., X,Y.
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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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