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Characteristic function of Caucy distrbution

• To: mathgroup at smc.vnet.net
• Subject: [mg35492] Characteristic function of Caucy distrbution
• From: "milkcart" <milkcart at m17.alpha-net.ne.jp>
• Date: Tue, 16 Jul 2002 04:49:56 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

Hello

How is Characteristic function of Caucy distrbution  derived properly.
I wrote this code as

Simplify[Integrate[E^(I*t*x)/
     (1 + (x - $B&L(B)^2/$B&R(B^2), 
    {x, -Infinity, 
     Plus[Infinity]}]/
   (Pi*$B&R(B)]

.  But this integration return itself.


 I know that right answer  is Exp[I $B&L(B t -$B&R(B Abs[t]].
How can  I get right answer.

Thanks in advance.

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milkcart
milkcart at m17.alpha-net.ne.jp
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