Characteristic Function
Published in Encyclopedia of Biostatistics • Feb 15, 2005
NobleIDNI7P59W06R01S08
Authors:
Kenneth J. Koehler
Abstract
Abstract The characteristic function is a complex‐valued transform of the distribution function of a random variable, closely related to the moment generating function. It may be used to derive distributions of sums and other linear functions of independent random variables, to determine limiting di...
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