题目
The characteristic function of the product of independent random variables is equal to the:
选项
A.sum of the individual characteristic functions.
B.product of the individual characteristic functions.
C.square root of the product of the individual characteristic functions.
D.exponential root of the product of the individual characteristic functions.
答案
B
解析
解析The characteristic function of the product of independent random variables is equal to the product of the individual characteristic functions. E (XY) = E(X)×E(Y).