Characteristic Function (probability theory): Probability theory, Statistics, Random variable, Probability distribution, Probability density function, Moment-generating function - Couverture souple

 
9786133734777: Characteristic Function (probability theory): Probability theory, Statistics, Random variable, Probability distribution, Probability density function, Moment-generating function

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In probability theory and statistics, the characteristic function of any random variable completely defines its probability distribution. Thus it provides the basis of an alternative route to analytical results compared with working directly with probability density functions or cumulative distribution functions. There are particularly simple results for the characteristic functions of distributions defined by the weighted sums of random variables.

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