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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