Propiedad 7.

b b

Lema
a b

f (x)dx =
a b

f (x) dx

Sea f (x) = u (x) + iv (x) = f (x) = u (x) iv (x)

b b

f (x)dx =
a b a b

(u (x) iv (x)) dx =
a

u (x) dx i
a b

v (x) dx
b b b

f (x) dx =
a a

(u (x) + iv (x)) dx =
a

u (x) dx + i
a

v (x) dx =
a

u (x) dx i v (x) dx
a

Para todo t real, se verica f (t) = f (t) Demostracin:

+ + +

fX (t) = E (exp (itX)) =

exp (itx) dF (x) =

exp (itXx)dF (x) =

exp (itx) dF (x) =

E (exp (itx)) = f (t) Denicin: Sea Y = X, siendo X variable aleatoria con distribucin simtrica FY (y) = P (Y y) = P (X y) = P (X > y) = 1 FX (y) Cmo X es simtrica, pX (x) = pX (x)
+ +

fX (t) = E (exp (itx)) =

exp (itx) pX (x) dx =

exp (it (x)) pX (x) dx

du sea u = x = = 1 dx

fX (t) =
+

exp (it (u)) pX (u) (1) du =

exp (it (u)) pX (u) du = fX (t)