Let random variables $X, Y, Z$ independent. $X$ with uniform distribution on $[-a,a]$, $Y$ with Poisson distribution with parameter $ν$, $Z$ with Bernoulli distribution with parameter $p$.
Find the characteristic function of random variable $Z*X+(1-Z)Y$
I tried use the this idea, but i don't now, how i can apply it for discrete distribution.
Why are they independent?(random variables)
No, i can't understand the conversion to replacement Z by p and (1-p). Why we can do it?It is not the meaning of characteristic function.