11.3k views
1 vote
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 .

User Yilmazburk
by
3.3k points

1 Answer

6 votes

Answer:

Step-by-step explanation

question solved below

g Exercise 6. Let X be a Gaussian random variable with X ∼ N (0, σ2 ) and let U be-example-1
g Exercise 6. Let X be a Gaussian random variable with X ∼ N (0, σ2 ) and let U be-example-2
g Exercise 6. Let X be a Gaussian random variable with X ∼ N (0, σ2 ) and let U be-example-3
g Exercise 6. Let X be a Gaussian random variable with X ∼ N (0, σ2 ) and let U be-example-4
User Amazingbasil
by
3.2k points