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Mathematics, 21.04.2020 23:34 ira51

G Exercise 6. Let X be a Gaussian random variable with X ∼ N (0, σ2 ) and let U be a Bernoulli random variable with U ∼ Bern(?) independent of X. Define V as V = XU. (a) Find the characteristic function of V , ϕV = E(e jsV ) = RfV (v)e jsv. Hint: use iterated expectation. (b) Find the mean and variance of V .

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G Exercise 6. Let X be a Gaussian random variable with X ∼ N (0, σ2 ) and let U be a Bernoulli rando...

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