题目
The characteristic function of the product of independent random variables is equal to the:
选项
A.square root of the product of the individual characteristic functions.
B.product of the individual characteristic functions.
C.exponential root of the product of the individual characteristic functions.
D.sum of the individual characteristic functions.
答案
B
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).独立随机变量的乘积的特征函数等于各个特征函数的乘积。 E (XY)=E(X) × E(Y)。