- #1
Epsilon36819
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Here goes:
If F is a probability distribution function and /phi is its integrable characteristic function. If the mean of F exists, why can we say that there exists u>0 st int[abs(1- /phi(t))/t] < infinity, where the integral is over the set of all t st abs(t)<u ?
(abs = absolute value)
I just. Can`t. See. It.
Thanks in advance for your help.
If F is a probability distribution function and /phi is its integrable characteristic function. If the mean of F exists, why can we say that there exists u>0 st int[abs(1- /phi(t))/t] < infinity, where the integral is over the set of all t st abs(t)<u ?
(abs = absolute value)
I just. Can`t. See. It.
Thanks in advance for your help.