Characteristic function

Characteristic function
Tag	`0V5B6D6BQH`
URI	`m2://0V5B6D6BQH`
Aliases	`characteristic-function-of-random-variable`
Kind	concept
Writing	W1 stated
MSC	60E10
Same as	Wikidata Q822139 Wikipedia Characteristic function (probability theory)

Markdown · JSON · Edit

Summary

The characteristic function of a real random variable $X$ is the function $t \mapsto E[e^{itX}]$ . It is the Fourier transform of the law of $X$ , and it exists for every random variable. The node characteristic function gives the precise definition.

What this node needs for W2

edge instance_of in: at least two examples (0 of 2)
edge not_instance_of in: at least one non-example (0 of 1)
edge specializes both: the more general notions and the special cases (0 of 1)

The writing levels say how complete the text of a node is. They do not measure its truth.

Sources

Web https://en.wikipedia.org/wiki/Characteristic_function_(probability_theory), lead section

What links here

Definitions

Characteristic function 0MYDNRT7PP