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- Characteristic_function_(probability_theory) abstract "In probability theory and statistics, the characteristic function of any real-valued random variable completely defines its probability distribution. If a random variable admits a probability density function, then the characteristic function is the inverse Fourier transform of the probability density function. Thus it provides the basis of an alternative route to analytical results compared with working directly with probability density functions or cumulative distribution functions. There are particularly simple results for the characteristic functions of distributions defined by the weighted sums of random variables.In addition to univariate distributions, characteristic functions can be defined for vector- or matrix-valued random variables, and can even be extended to more generic cases.The characteristic function always exists when treated as a function of a real-valued argument, unlike the moment-generating function. There are relations between the behavior of the characteristic function of a distribution and properties of the distribution, such as the existence of moments and the existence of a density function.".
- Characteristic_function_(probability_theory) thumbnail Sinc_simple.svg?width=300.
- Characteristic_function_(probability_theory) wikiPageID "3229401".
- Characteristic_function_(probability_theory) wikiPageRevisionID "606622193".
- Characteristic_function_(probability_theory) hasPhotoCollection Characteristic_function_(probability_theory).
- Characteristic_function_(probability_theory) id "p/c021650".
- Characteristic_function_(probability_theory) title "Characteristic function".
- Characteristic_function_(probability_theory) subject Category:Probability_theory.
- Characteristic_function_(probability_theory) subject Category:Theory_of_probability_distributions.
- Characteristic_function_(probability_theory) comment "In probability theory and statistics, the characteristic function of any real-valued random variable completely defines its probability distribution. If a random variable admits a probability density function, then the characteristic function is the inverse Fourier transform of the probability density function. Thus it provides the basis of an alternative route to analytical results compared with working directly with probability density functions or cumulative distribution functions.".
- Characteristic_function_(probability_theory) label "Characteristic function (probability theory)".
- Characteristic_function_(probability_theory) label "Charakteristische Funktion (Stochastik)".
- Characteristic_function_(probability_theory) label "Fonction caractéristique (probabilités)".
- Characteristic_function_(probability_theory) label "Función característica".
- Characteristic_function_(probability_theory) label "Funkcja charakterystyczna (teoria prawdopodobieństwa)".
- Characteristic_function_(probability_theory) label "Funzione caratteristica (teoria della probabilità)".
- Characteristic_function_(probability_theory) label "Função característica (probabilidade)".
- Characteristic_function_(probability_theory) label "Karakteristieke functie (kansrekening)".
- Characteristic_function_(probability_theory) label "Характеристическая функция случайной величины".
- Characteristic_function_(probability_theory) label "دالة مميزة (نظرية احتمالات)".
- Characteristic_function_(probability_theory) label "特征函数 (概率论)".
- Characteristic_function_(probability_theory) label "特性関数 (確率論)".
- Characteristic_function_(probability_theory) sameAs Charakteristische_Funktion_(Stochastik).
- Characteristic_function_(probability_theory) sameAs Función_característica.
- Characteristic_function_(probability_theory) sameAs Fonction_caractéristique_(probabilités).
- Characteristic_function_(probability_theory) sameAs Funzione_caratteristica_(teoria_della_probabilità).
- Characteristic_function_(probability_theory) sameAs 特性関数_(確率論).
- Characteristic_function_(probability_theory) sameAs 특성함수_(확률론).
- Characteristic_function_(probability_theory) sameAs Karakteristieke_functie_(kansrekening).
- Characteristic_function_(probability_theory) sameAs Funkcja_charakterystyczna_(teoria_prawdopodobieństwa).
- Characteristic_function_(probability_theory) sameAs Função_característica_(probabilidade).
- Characteristic_function_(probability_theory) sameAs m.08_wyd.
- Characteristic_function_(probability_theory) sameAs Q822139.
- Characteristic_function_(probability_theory) sameAs Q822139.
- Characteristic_function_(probability_theory) wasDerivedFrom Characteristic_function_(probability_theory)?oldid=606622193.
- Characteristic_function_(probability_theory) depiction Sinc_simple.svg.
- Characteristic_function_(probability_theory) isPrimaryTopicOf Characteristic_function_(probability_theory).
