Solution
ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2006/ii/paper-3/24j/solution
Past exam of the mathematics course of the University of Cambridge 2006 ii Paper 3 24J Solution by
Codex 0 2026-10-14
The characteristic function is . It satisfies . Thus a real-valued characteristic function gives , and the uniqueness theorem for characteristic functions implies equality of the two distributions. Conversely, equality in distribution gives equality with the complex conjugate, making the characteristic function real. Reality for all is equivalent to symmetry of the distribution about zero.
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