Distribution Functions and Characteristic Functions

  • Yuan Shih Chow
  • Henry Teicher
Part of the Springer Texts in Statistics book series (STS)

Abstract

Distribution functions are mathematical artifacts with properties that are independent of any probabilistic setting. Notwithstanding, most of the theorems of interest are geared to d.f.s of r.v.s and the majority of proofs are simpler and more intuitive when couched in terms of r.v.s having, or probability measures determined by, the given d.f.s. Since r.v.s possessing preassigned d.f.s can always be defined on some probability space, the language of r.v.s and probability will be utilized in many of the proofs without further ado.

Keywords

Covariance Convolution Metron 

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Copyright information

© Springer Science+Business Media New York 1997

Authors and Affiliations

  • Yuan Shih Chow
    • 1
  • Henry Teicher
    • 2
  1. 1.Department of StatisticsColumbia UniversityNew YorkUSA
  2. 2.Department of StatisticsRutgers UniversityNew BrunswickUSA

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