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Generating Functions and Characteristic Functions

  • Byron P. Roe
Chapter
Part of the Undergraduate Texts in Contemporary Physics book series (UTCP)

Abstract

Generating and characteristic functions are of considerable use in theoretical probability, i.e., proving probability theorems. They are also of use to us when we wish to put two distributions together. Consider x = x1 + x2 +... + x n , where x1 is distributed according to one distribution, x2 according to another, etc. Sometimes the number of distributions is not fixed, but distributed according to some random distribution also. In the present chapter, we will consider several examples of applications of this kind.

Keywords

Characteristic Function Independent Random Variable Prove Theorem Geometrical Distribution Bernoulli Trial 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York, Inc. 2001

Authors and Affiliations

  • Byron P. Roe
    • 1
  1. 1.Department of Physics, Randall LaboratoryUniversity of MichiganAnn ArborUSA

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