Invert the characteristic function of the normal distribution φ(t) = exp{−t 2 /2} to obtain the distribution function using a direct approach. What value would you use for φ(t)/t at t = 0? Invert the...

Invert the characteristic function of the normal distribution φ(t) = exp{−t 2 /2} to obtain the distribution function using a direct approach. What value would you use for φ(t)/t at t = 0?

Invert the characteristic function of the normal distribution φ(t) = exp{−t 2 /2}to obtain the distribution function, using (14.7.6) and the FFT; use the Laplace/double exponential distribution for ψ(t) and H(x). Compare your results with cdfn.