Show that the characteristic function of a sum of independent real-valued random variables is the product of

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Show that the characteristic function of a sum of independent real-valued random variables is the product of the individual characteristic functions. (The converse is false; counterexamples are given in Romano and Siegel

(1986), Examples 4.29-4.30.)

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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Question Posted: Nov 02, 2024 05:01 AM

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Show that the characteristic function of a sum of independent real-valued random variables is the product of

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Testing Statistical Hypotheses

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