Overview
This course covers the characteristics function of various probability distributions such as Normal, Cauchy, and exponential distributions. It includes the proof of the Inversion Theorem and provides examples of characteristic functions. The teaching method involves lectures. This course is intended for individuals interested in understanding probability distributions and characteristic functions.
Syllabus
Characteristic function of Normal distribution.
Proof of Inversion Theorem.
Characteristic function of standard Cauchy distribution.
Characteristic function of exponential distribution.
characteristic function of uniform distribution with example.
Characteristics Function lec#1.
Taught by
Statistics is Fun A.H