Show that the characteristic function of a Gaussian random variable with zero mean and variance o2 is ox (@) = exp -0² w² 2
Show that the characteristic function of a Gaussian random variable with zero mean and variance o2 is ox (@) = exp -0² w² 2
Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 1E
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Question
![Show that the characteristic function of a Gaussian random variable with zero mean and
variance o² is
(=
x (@) = exp
-0² w²
2](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F470947a3-7291-4522-938e-4eebf0f2d138%2F8d2f6038-e94f-4cad-919c-e3c114a60bd9%2Fx58x6za_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Show that the characteristic function of a Gaussian random variable with zero mean and
variance o² is
(=
x (@) = exp
-0² w²
2
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