Let X1, . . . ,Xn be independent random variables, and let Sn = X1 +

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Let X1, . . . ,Xn be independent random variables, and let Sn = X1 +· · ·+

Xn. Show that the characteristic function of Sn is the product of the characteristic functions of the Xi.

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Optimal Statistical Inference In Financial Engineering

ISBN: 9781584885917

1st Edition

Authors: Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki

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Question Posted: Oct 26, 2024 07:01 AM

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Let X1, . . . ,Xn be independent random variables, and let Sn = X1 + + Xn. Show that the characteristic function of Sn is the product of the characteristic functions of the Xi.
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Let X1, . . . ,Xn be independent random variables, and let Sn = X1 +

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Optimal Statistical Inference In Financial Engineering

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