關(guān)于特征函數(shù)及其性質(zhì)的應(yīng)用
2020-07-04 04:06:44余菲
科學(xué)與財(cái)富 2020年15期
余菲
摘 要：特征函數(shù)是研究隨機(jī)變量的重要工具，給出特征函數(shù)在求常見分布的期望和方差，以及證明獨(dú)立隨機(jī)變量和的分布具有可加性中的具體應(yīng)用。
關(guān)鍵詞：特征函數(shù);數(shù)字特征;可加性
Abstract： The characteristic function is an important tool for studying random variables.In this paper， we use the characteristic function to obtain the expectation and variance of several conventional distributions， and prove that some distributions are additive.
Key words： characteristic function; numerical characteristics;additive property
