9) Characteristic Functions Flashcards

1
Q

What is the Charactertistic Function of a Random Variable

A
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2
Q

What are the Charactertistic Functions of the Uniform, Exponential and Normal Distributions

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3
Q

What are the properties of the charactertistic function

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4
Q

What is the relationship between the characteristic function of the sum of two independent random variables and their individual characteristic functions

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5
Q

What is the Uniqueness theorem for Characteristic Functions

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6
Q

What is the Continuity Theorem for Characteristic Functions

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7
Q

What is the relationship between convergence in distribution and convergence of cumulative distribution functions

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