Let X be a random variable with characteristic function p(t). Prove: if| lp(t) – al dt < ∞,then we have P(X = 0) = a.

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Description: Let X be a random variable with characteristic function p(t). Prove: if| lp(t) – al dt < ∞,then we have P(X = 0) = a.

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Let X be a random variable with characteristic function p(t). Prove: if I lp(t) – a| dt <∞, then we have P(X = 0) = a.

A First Course in Probability (10th Edition)

10th Edition

ISBN:9780134753119

Author:Sheldon Ross

Publisher:Sheldon Ross

Chapter1: Combinatorial Analysis

Section: Chapter Questions

Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...

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Let X be a random variable with characteristic function p(t). Prove: if
| lp(t) – al dt < ∞,
then we have P(X = 0) = a.

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