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- WannaBeDude
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Sum of random variables
If i have 2 random variables X,Y drawn from stable distributions with different parameters. i.e., different characteristic functions, does the characteristic function of a variable X+Y, just the product of the characteristic functions of X, and Y(By the convulation theorem). Thnx.
Sum of random variables
Only if the random variables are independent, and of course, the characteristic functions must exist.