Social Sciences, asked by AliVatsal9755, 1 year ago

Characteristic function of normal distribution

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Answered by mrunalinividya

0

Here FX is the cumulative distribution function of X, and the integral is of the Riemann–Stieltjes kind. If random variable X has a probability density function fX, then the characteristic function is its Fourier transform with sign reversal in the complex exponential, and the last formula in parentheses is valid.

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