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Question: let x be a random variable with distribution f and...

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Let X be a random variable with distribution F and φ be its characteristic function Prove the following statements. (a) (15 points) If EX k < 00, then, for m < k, φ(m) exists and φ(m) (u)-In(iz)meurdE(2) (b) (15 points) If φ(0) exists, then EX2 < 00.

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