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please just answer part (b) and show me step by step. I have the answer here but I don't understand how to calculate characteristics function.

please just answer part (b) and show me step by step. I have the answer here but I don't understand how to calculate characteristics function. Thanks

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3. If X ~ N (u, o), what is the pdf of Y = (X - ()2/62? 4. A Cauchy random variable X has the following pdf fx (2) = T (202 + 02)' -00 0 a) Find E[X] and E[X2]? b) Suppose a random variable X had a characteristic function b(w) = e-wl, what is its mean and variance? 5. Three types of customers arrive at a service station. The times required to service type 1 and

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