Category:Characteristic Functions of Random Variables
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This category contains results about Characteristic Functions of Random Variables.
Definitions specific to this category can be found in Definitions/Characteristic Functions of Random Variables.
Let $\struct {\Omega, \Sigma, \Pr}$ be a probability space.
Let $X$ be a real-valued random variable on $\struct {\Omega, \Sigma, \Pr}$.
The characteristic function of $X$ is the mapping $\phi: \R \to \C$ defined by:
- $\map \phi t = \expect {e^{i t X} }$
where:
- $i$ is the imaginary unit
- $\expect \cdot$ denotes expectation.
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Pages in category "Characteristic Functions of Random Variables"
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