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Proposition 8.4 We have the following properties of the characteristic function: Suppose that EX*| _X; is 4x ( t) = 4x1(t) 4x2 (t) .. .

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Proposition 8.4 We have the following properties of the characteristic function: Suppose that EX*| _X; is 4x ( t) = 4x1(t) 4x2 (t) .. . 4Xn(t). If two random variables X, Y have the same characteristic function Yx = Vy, then they have the same cdf. Exercise: Show (2) for n = 2, i.e. for two independent random variables

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