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 alpha is a vector
containing 128 values of the probability density function from -2 to 2, I
get negative values as well.
Why?
Thanks,
AA.
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