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2. Let X1, X2..... X, be independent random variables with expectation 0 and finite third moments. Show, with the aid of characteristic functions, that E(X1 + X2++X)3 = EX2 + EX2++ EX12-

2. Let X1, X2..... X, be independent random variables with expectation 0 and finite third moments. Show, with the aid of characteristic functions, that E(X1 + X2++X)3 = EX2 + EX2++ EX12-

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Algebra & Trigonometry with Analytic Geometry

Algebra & Trigonometry with Analytic Geometry

13th Edition

ISBN: 9781133382119

Author: Swokowski

Publisher: Cengage

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Transcribed Image Text:2. Let X1, X2..... X, be independent random variables with expectation 0 and finite third moments. Show, with the aid of characteristic functions, that E(X1 + X2++X)3 = EX2 + EX2++ EX12-

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