Question

1. Probability density function of exponential random variable and general form of the characteristic function described as below. fx(x) = 10 x < 0 $,(W) = [e/x] = 1 el fx(x) dx In addition to these equations moments of X random variable can be obtained from the characteristic function E[X] = 00:(W) 1 dwo a) Find the characteristic function for an exponentially distributed random variable. b) Find the variance of exponential random variable from characteristic function of exponentially distributed random variable.