Talk:Characteristic function (probability theory)
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I think the formula for calculating the n-th moment based on the characteristic function was not correct. It was:
.
I changed it to
.
Please compare with [1].
[edit] Inversion theorem
I have a bit of a different definition for the inversion theorem that seems to contradict the one in this article. From "probability and random processes" by Grimmet I have:
![\overline{F}(x) = \frac{1}{2}[F(x) + \lim_{y \to x^-}F(y)]](../../../math/0/f/1/0f12b024d2161773ee3272b7fb574260.png)
then
--Faisel Gulamhussein 22:17, 20 October 2006 (UTC)
Probably you're correct. I don't think there is a contradiction exactly. Just many authors assume their random variables have a density, if this is the case the statements would be the same. Thenub314 13:07, 21 October 2006 (UTC)
Would someone like to write a brief explanation of the meaning of a characteristic function, for those of us without such strong statistics and mathematics backgrounds? I have no idea of its concept or application. An example that appeals to intuition would be great, thanks! BenWilliamson 10:28, 21 February 2007 (UTC)
