Tagged Questions
0
votes
3answers
73 views
Prove the double angle formula
Let $X$ and $Y$ be independent random variables, where $X\in U(-1,1)$ and $Y$ assumes the values of $+1$ and $-1$ with probabilities $1/2$.
Show first that $Z=X+Y = U(-2,2)$ by finding the ...
0
votes
1answer
28 views
Property of the characteristic function for events
We got to show the following equality:
$1_{A_1 \cup...\cup A_n} = 1 - \prod \limits_{i=1}^n (1 - 1_{A_i})$
First I would like to ask for hints for how to proove this equation (no solution though, I ...
1
vote
2answers
163 views
Solve PDE using method of characteristics
The following problem I find challeging. Can you help me find a solution? The question is as follows:
Determine the solution (in explicit form), using the method of characteristics, of the ...
0
votes
0answers
54 views
How to convert characteristic function into levy exponent
How to convert characteristic function or pdf into levy exponent
From this property
v(x)/v(-x) = f(x)/f(-x) given from Cont's book
i am not sure f(x) is pdf from this definition, if so, any more ...
