characteristic function


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characteristic function

n
1. (Mathematics) maths a function that assigns the value 1 to the members of a given set and the value 0 to its nonmembers
2. (Statistics) statistics a function derived from the probability distribution function that enables the distribution of the sum of given random variables to be analysed
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A test for normality based on the empirical characteristic function.
which is the characteristic function of a random variable with distribution function
Earlier it was shown (Krylovas, Kosareva 2008a, b) how segments of linear functions could be used as an item characteristic function and also as a probability density function of the population knowledge level.
Then the approximate expression of characteristic function, describing the intensity distribution in the reconstructed interferogram will be conditioned only by the vibration component [A.
To fit the stable distribution to a time series, one needs the initial values of the four parameters of the characteristic function.
apply the concept of characteristic function to non-stationary processes, in particular in the presence of stochastic volatility and more generally time change techniques
ii) [4] The characteristic functions of a regular open set is CLSC.
In order to prove the Gaussian limits we consider the characteristic functions P([e.
The geometrical--constructive configuration of the generalized item is obtained from the logical characteristic function by using the database.
They invert the characteristic function of the total claims distribution and compare those approximations to the tail of the loss distribution with the Normal Power method.
E] denotes the characteristic function of E and we denote (H) [[integral].
With a suitable normalization, namely, [tau] = t/[square root of N] with t fixed, one gains access in this way to the characteristic function of the (properly scaled) A-extinction time T.

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