Characteristic function: Difference between revisions

Revision as of 00:19, 11 March 2003

Revision as of 00:39, 31 May 2003

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

ARelated relatedconcepts concept isinclude the idea[[moment-generating offunction]] aand the [[moment-probability generating function]].