Mobius function of product of primes

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We have the arithmetic function $$f(n)=\sum_{d\mid n}\mu (d)\cdot d$$ I want to show that $f\left (p_1^{e_1}\cdots p_k^{e_k}\right )=(-1)^k\cdot (p_1-1)\cdots (p_k-1)$.

We have that $d$ is of the form $p_1^{a_1}\cdots p_k^{a_k}$ with $0\leq a_i\leq e_i$ right?

So $$f\left (p_1^{e_1}\cdots p_k^{e_k}\right )=\sum_{d\mid n}\mu (d)\cdot d=\sum_{0\leq a_i\leq e_i, \forall i}\mu (p_1^{a_1}\cdots p_k^{a_k})\cdot p_1^{a_1}\cdots p_k^{a_k}$$ or not?

How could we continue?

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Yes, you are correct so far. Now by the multiplicative property of the Mobius function and its definition, it follows that $$\begin{align*}\sum_{0\leq a_i\leq e_i, \forall i}\mu (p_1^{a_1}\cdots p_k^{a_k})\cdot p_1^{a_1}\cdots p_k^{a_k}&= \sum_{0\leq a_i\leq e_i, \forall i}\mu (p_1^{a_1})\cdots \mu(p_k^{a_k})\cdot p_1^{a_1}\cdots p_k^{a_k}\\&= \sum_{0\leq a_i\leq 1, \forall i}(-1)^{a_1}\cdots (-1)^{a_k}\cdot p_1^{a_1}\cdots p_k^{a_k}\\&= \sum_{0\leq a_1\leq 1}(-p_1)^{a_1}\dots\sum_{0\leq a_k\leq 1}\cdots (-p_k)^{a_k}\\&=(1-p_1)\cdots(1-p_k)\\ &=(-1)^k\cdot (p_1-1)\cdots (p_k-1).\end{align*}$$

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A little more general:

Theorem: Suppose $f$ is a multiplicative function. Then $$\sum_{d|n} \mu(d) f(d) = \prod_{p|n} (1-f(p)).$$

Proof: Let $$g(n) = \sum_{d|n} \mu(d) f(d).$$ Then $g$ is multiplicative (the product $\mu f$ is obviously multiplicative so the Direchlet convolution $\mu f * u$ where $u(n) = 1$ for every $n$ is multiplicative). This implies that $g$ is completely determined by its behavior on powers of primes.

That is, $$g(p^k) = \sum_{d|p^k} \mu(d) f(d) = \mu(1) f(1) + \mu(p) f(p) = 1-f(p).$$ Therefore, $$g(n) = \prod_{p|n}g(p^k) = \prod(1-f(p)).$$

Note: Try to deal with the prime powers individually rather than dealing with all of them at once. That is, try handling the case where $n = p^k$ first and then apply the multiplicative property to attain the general case.