Question
Assume that X is a continuous r.v. with ox(t) as the characteristic function. Are Re[ox (t)], Im[ox (t)], and ox (t)2 valid characteristic functions?
Assume that X is a continuous r.v. with ox(t) as the characteristic function. Are Re[ox (t)], Im[ox (t)], and ox (t)2 valid characteristic functions? For a complex number z, Re[z] and Im[2] represent its real and imaginary parts.
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Statistics
Authors: James T. McClave, Terry T Sincich
12th Edition
9780321831088, 321755936, 032183108X, 978-0321755933
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