6.22 Let Xi, 1 i 4 be independent identically distributed N(0, 1) random variables. Denote...
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6.22 Let Xi, 1 ≤ i ≤ 4 be independent identically distributed N(0, 1) random variables. Denote with D =
X1 X2 X3 X4
, the determinant of the matrix.
a) Show that the characteristic function of the random variable X1X2 is
ϕ(t) = 1
√
1 + t2
b) Calculate the characteristic function of D and state the distribution of D.
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