Let \(X\) be a random variable with characteristic function \(\varphi \). Show that \(X\) is symmetric if and only if \(\varphi (t)\) is real for all \(t\).
Question
Math 6010 • Linear Models
Fall 2010 • Question 6
Question
Fall 2010 • Question 6
Let \(X\) be a random variable with characteristic function \(\varphi \). Show that \(X\) is symmetric if and only if \(\varphi (t)\) is real for all \(t\).