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Revision as of 06:59, 18 March 2013
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Practice Problem: Recover the probability mass function from the characteristic function
A discrete random variables X has a moment generating (characteristic) function $ M_X(s) $ such that
$ \ M_X(j\omega)= 3+\cos(3\omega)+ 5\sin(2\omega). $
Find the probability mass function (PMF) of X.
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Answer 1
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Answer 2
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Answer 3
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