4. If X is an integer-valued random variable with characteristic function ø, show that 1 P(X = k) = - 27 -itk o (1) dt. What is the corresponding result for a random variable whose distribution is arithmetic with span 2 (that is, there is probability one that X is a multiple of 2, and 1 is the largest positive number with this property)?

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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4. If X is an integer-valued random variable with characteristic function ø, show that
1
P(X = k) =
-itk o (t) dt.
27
What is the corresponding result for a random variable whose distribution is arithmetic with span 2
(that is, there is probability one that X is a multiple of 2, and 2 is the largest positive number with this
property)?
Transcribed Image Text:4. If X is an integer-valued random variable with characteristic function ø, show that 1 P(X = k) = -itk o (t) dt. 27 What is the corresponding result for a random variable whose distribution is arithmetic with span 2 (that is, there is probability one that X is a multiple of 2, and 2 is the largest positive number with this property)?
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