What the characteristic function φ(t) = E[e^(itX)] does: Fourier transform of the PDF

Characteristic function φ(t) = E[e^(itX)] represents the Fourier transform of the probability density function (PDF)

What the characteristic function φ(t) = E[e^(itX)] does: Fourier transform of the PDF

Characteristic function φ(t) = E[e^(itX)] represents the Fourier transform of the probability density function (PDF)

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