特征函数及其应用

Characteristic Function and Its Application

在概率论和数理统计中,我们学习了特征函数,发现了它可以更高级、优越、方便的表示出一般的随机变量的统计规律.是研究随机变量的重要工具.本文给出了特征函数的基本概念、主要性质以及特征函数的一系列应用.

In the theory of probability and the mathematical statistic, we have studied the characteristic function, and discovered it can express general random variable statistical rule to be more advanced and convenient. Characteristic function is an important tool to research random variable. In this paper, We have given the basic concept and essential properties of characteristic function as well as a series of applications.