00:01
So this question we're thinking about characteristic functions.
00:04
So first of all, we have a binomial random variable.
00:07
So let's say that x is binomial with n trials and p chance of success, such that fx of x is n choose x, p to the x, 1 minus p to the 1 minus x.
00:22
So then the characteristic function of x is the expected value of e to the i x omega, which is the sum from x is equal to 0 up to n of n choose x, p to the x, e to the i omega to the x, 1 minus p to the 1 minus x, which is we can use the binomial for theorem to say that this is p e to the i omega plus 1 minus p to the power of n.
01:02
So that is our, yeah, that's our characteristic function.
01:17
Right.
01:18
So then part b we want to find the characteristic function of a poisson random variable.
01:23
So we have y is poisson lambda, so that fy of y is e to the minus lambda, lambda to the y over y factorial.
01:36
Then the characteristic function of y is the expected value of e to the i, y omega, which is the sum from y equals 0 up to infinity, e to minus lambda, lambda e to the i omega to the y, divided by y factorial.
01:57
But this is just e to the minus lambda times e to the lambda, e to the i omega.
02:04
So this is e to the minus lambda plus lambda e to the i omega.
02:14
Right, so that's our characteristic function of y.
02:17
So now, part c, let's have a look at the characteristic function of x.
02:25
Well, this is p e to the i omega plus 1 minus p to the n.
02:35
So let's take n to infinity by writing np equals lambda and take n to infinity with lambda fixed.
02:51
So kai x omega is equal to lambda over n e to the i omega plus 1 minus lambda over n to the power of n.
03:06
But lambda over n is going to zero, which means that 1 is going to be much bigger than it.
03:15
So what we're going to have...
03:16
Well, actually, let's group this stuff up.
03:18
Let's group this stuff up...