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Applications of Characteristic Functions
151
Citations
0
References
1965
Year
EngineeringGeneralized FunctionCharacteristic FunctionsTheoretical StatisticsStochastic ProcessesStatistical FoundationStochastic CalculusFunction TheoryProbability TheoryDistribution FunctionStochastic PhenomenonMathematical StatisticStatisticsComplex Function TheoryMost Theorems
Abstract : Applications of characteristic functions to problems of theoretical statistics are considered. Some multivariate distributions which occur in statistical problems are studied, and the distribution problem of statistics is solved in those cases where the integrals of the distribution function can be evaluated. Independent statistics are discussed and situations in which they determine the distribution functions of random variables, considered. Some regression problems, problems in the theory of stochastic processes, stability theorems, and identically distributed statistics are studied. Most theorems presented are given with detailed proofs. (Author)