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Q24Section I (Objective (Q1–Q80))24 of 79

Distribution Theory — CF of a sign-normal product

Two random variables XX and YY are such that P(X=±1)=0.5P(X=\pm1)=0.5 and Y∼N(0,1)Y\sim N(0,1). What is the characteristic function of 2XY2XY?

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