Characteristic function: Difference between revisions

Revision as of 03:13, 14 June 2003

Revision as of 18:40, 9 November 2003

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Here ''t'' is a [[real number]] and E denotes the [[expected value]].

If ''X'' is a [[vector space|vector]]-valued random variable, one takes the argument ''t'' to be a vector and ''tX'' to be a [[dot product]].

Related concepts include the [[moment-generating function]] and the [[probability-generating function]].