Statement about characteristic functions

Reference no: EM131830186

Suppose that P(X = 1) = P(X = -1) = 1/2, that Y ∈ U(-1, 1) and that X and Y are independent.

(a) Show, by direct computation, that X + Y ∈ U(-2, 2).

(b) Translate the result to a statement about characteristic functions.

Reference no: EM131830186

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