Ex 3.3.2 is posted below:
Ex 2.1.5 says that $P(X - Y = 0) = 0$, which means $P(X = Y) = 0$ for $X$ having continuous distribution. I am not sure how to proceed and do this problem. $|\phi(t)|^{2}$ = $E^{2}$, since its chf or characteristic function and if you apply the formula of $\phi$, you get the desired result. But how can I compute that and tell that they are all same?
Would appreciate if someone helps me on this.
Ex 2.1.5 is posted below:
