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Let X and Y be two independent random variables with distribution functions Fx and Fy.(a)...

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Calculus

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Let X and Y be two independent random variables with distribution functions Fx and Fy.(a) Show that ?xy(t) = ? ?x(tx)d Fx(x).(b) Show that ?? cos(tx0dx is a characteristic function.(c) Show that ?x + y(t) = ?x(t) ?y(t).

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