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(?)

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3 years ago

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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 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 .

Mathematics

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stiv31 [10] · Answer 1 · 2022-06-02T03:56:25+03:00

stiv31 [10]3 years ago

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