Math Problem Statement
If X v N .; 1/ derive the characteristic function of X2:
Solution
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Math Problem Analysis
Mathematical Concepts
Probability Theory
Characteristic Function
Fourier Transform
Gaussian Distribution
Formulas
Characteristic function: φ_X(t) = E[e^{itX}]
Gaussian integral: ∫ e^{-ax^2} dx = √(π/a) for a > 0
Theorems
Characteristic function of a random variable
Gaussian integral theorem
Suitable Grade Level
Undergraduate - Probability and Statistics
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