| Author |
Comment/Response |
Tanka
|
 08/25/10 11:26pm
Hey,
Can anyone help with how I'd program the below into Mathematica to get the solution?
Let Xi, i = 1, 2 be independent random variables (i.r.v.’s) having Gamma distribution with parameters (3, 1/2), i.e., Xi ~ Gamma(3, 1/2).
(i) Using characteristic functions and the inversion formula find the probability density function (pdf) of Y = X1 − X2.
(ii) Find also E(Y^4).
2) Do the same task for iid r.v.’s with the Cauchy distribution.
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