Explains the Characteristic Function of a Random Variable and shows its relationship to the probability density function (pdf) and the moment generating function (mgf).
Related videos: (see http://www.iaincollings.com)
• What is a Random Variable? • What is a Random Variable?
• Expectation of a Random Variable Equation Explained • Expectation of a Random Variable Equa...
• What is a Probability Density Function (p.d.f.)? • What is a Probability Density Functio...
• What is a Multivariate Probability Density Function (PDF)? • What is a Multivariate Probability De...
• What is a Moment Generating Function (MGF)? • What is a Moment Generating Function ...
• Moment Generating Function of a Gaussian • Moment Generating Function of a Gaussian
• What is Convolution? And Two Examples where it arises. • What is Convolution? And Two Examples...
• Fourier Transform Equation Explained • Fourier Transform Equation Explained ...
• What is a Cumulative Distribution Function (CDF) of a Random Variable? • What is a Cumulative Distribution Fun...
• What is a Gaussian Distribution? • What is a Gaussian Distribution?
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