Let X be a r.v. with density $f(x)=(1-|x|)1_{(-1,1)}(x)$. How do I show that $\varphi(u)=\frac{2(1-cosu)}{u^2}$.
Am i on the right track to relate it with $cosx=\frac{1}{2}(e^{ix}+e^{-ix})$ and $sinx=\frac{1}{2i}(e^{ix}-e^{-ix})$