Hi,
A very simple question.
I know that the Fourier transform of a Laplace distribution, with zero
mean and variance 2b^2, is equal to 1/(1+(tb)^2). Therefore, the Fourier
transform is a positive function (actually is always between 0 and 1).
BUT, if I use the fft(alpha) function of R, where
On 10/04/2009, at 11:44 PM, Achilleas Achilleos wrote:
Hi,
A very simple question.
I know that the Fourier transform of a Laplace distribution, with zero
mean and variance 2b^2, is equal to 1/(1+(tb)^2). Therefore, the
Fourier
transform is a positive function (actually is always between 0
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