Show that the characteristic function of a Gaussian random variable with zero mean and variance o2 is ox (@) = exp -0² w² 2

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 1E
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Show that the characteristic function of a Gaussian random variable with zero mean and
variance o² is
(=
x (@) = exp
-0² w²
2
Transcribed Image Text:Show that the characteristic function of a Gaussian random variable with zero mean and variance o² is (= x (@) = exp -0² w² 2
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