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Distribution Functions and Characteristic Functions

  • Yuan Shih Chow
  • Henry Teicher
Chapter
  • 513 Downloads
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 pre- assigned 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

Distribution Function Characteristic Function Probability Space Inversion Formula Nondecreasing Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1988

Authors and Affiliations

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

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