2. Let Xn, n > 1, be a sequence of independent r.v., and Øn (t) =...

Question

Question

2. Let Xn, n > 1, be a sequence of independent r.v., and Øn (t) = E (eitX»), ER be their characteristic functions. Let Yn = {

Answer 1

Answer #1

LAUUDE Answer ent tous ! Sx0,0213 be a seanence of independent rus and on(t) = Eleitxo], tER. kal Y?? Xi ,^>o, Xos0 Enlt) = T

>> 1 dax(+)) ?> (E (eu tx)) + ( E (sin tx))? < E (Cus?tx) + E (sin+x) By Jensens ineanality with f(2)=12 - Elex2txtsint tx)

Now, E (Marolin) -Гете 1 ч. 2 ) 1. ) Inrolt) Гео | i+++} ese ft -13 11) E) ) exe) еity, - Е Zel expit tor] Фл. 1 (6) ТІ —ee L

Answer 2

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