characteristic function in a sentence
Examples
- The geometric stable characteristic function can be expressed in terms of a stable characteristic function as:
- Specifically, a game is " convex " if its characteristic function v is supermodular:
- :Even better is to have a look at the article Characteristic function ( probability theory ).
- Using the characteristic function representation for the wrapped normal distribution in the left side of the integral:
- The characteristic function representation for the wrapped Cauchy distribution in the left side of the integral is:
- But a geometric stable distribution can be defined by its characteristic function, which has the form:
- In other words, the probability is obtained by integrating the characteristic function of against the countably additive measure
- The right hand side equals the characteristic function of a standard normal distribution, which implies through sample average
- A random variable " X " is called stable if its characteristic function can be written as
- There is also a relationship between the stable distribution characteristic function and the geometric stable distribution characteristic function.