Subjects probability theory

Fx Integral Formula

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Fx Integral Formula


1. The problem is to write the formula for $f_x(x)$ as given in the image. 2. The formula involves an integral and sums with exponential and characteristic function terms. 3. The formula is: $$f_x(x) = \frac{1}{n} \int \left[ \exp(-itx) \varphi_n(t) \right] \frac{1}{\varphi_z(t)} \, dt = \frac{1}{n} \sum_{j=1}^n \exp(itY_j) \frac{1}{\varphi_z(t)} = \frac{1}{n} \sum_{j=1}^n \int e^{i(t-s)} \frac{\varphi_x(tb)}{\varphi_z(t)} \, dt$$ This formula expresses $f_x(x)$ as an average over $n$ terms involving integrals and characteristic functions $\varphi$. No further simplification is requested.