Show that the characteristic function of a sum of independent realvalued random variables is the product of

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Show that the characteristic function of a sum of independent realvalued 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 Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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Question Posted: Nov 04, 2024 04:00 AM

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Show that the characteristic function of a sum of independent realvalued random variables is the product of

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Testing Statistical Hypotheses Volume I

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