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=== Answer 1 === | === Answer 1 === | ||
| − | + | I tried taking the inverse fourier transform since PX(x) = F^-1 { Mx(jw)}, however my resultant pmf has j (sqrt(-1)) in the answer, and doesn't sum to 1... | |
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| + | Are we finding an invalid pmf or am i approaching the problem wrong? | ||
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| + | -AW | ||
=== Answer 2 === | === Answer 2 === | ||
Write it here. | Write it here. | ||
Revision as of 13:47, 26 March 2013
Contents
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.
You will receive feedback from your instructor and TA directly on this page. Other students are welcome to comment/discuss/point out mistakes/ask questions too!
Answer 1
I tried taking the inverse fourier transform since PX(x) = F^-1 { Mx(jw)}, however my resultant pmf has j (sqrt(-1)) in the answer, and doesn't sum to 1...
Are we finding an invalid pmf or am i approaching the problem wrong?
-AW
Answer 2
Write it here.
Answer 3
Write it here.
