Mathematics · Probability Distribution
Suppose that Y has an Exponential distribution with parameter θ (mean 1/θ) and that the conditional distribution of X given Y = y is Normal with mean 0 and variance y, for all y > 0. Identify the characteristic function φ(t) = E[eitX] of X from the following:
- 1θθ + 12t2✓
- 211 + 12θt2
- 3e-(1/2θ)t2
- 4e-(θ/2)t2
Correct answer
θθ + 12t2
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