Could someone please help me with an easy derivation of the characteristic function for a $N(0,2)$ distribution? Or a link to somewhere it is done.
Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. It's 100% free, no registration required.
Here's how it works:
- Anybody can ask a question
- Anybody can answer
- The best answers are voted up and rise to the top