Limits for a distribution, if the characteristic function is given in a finite domain

Håkan Prawitz

Scandinavian Actuarial Journal · 1972 · 49 citations · 0 references

Concepts

Abstract

Abstract If the characteristic function ƒ(u) of a distribution F(x) is known in the whole space of u, F(x) is uniquely determined in every continuity point. This is not the case, if ƒ(u) is given only in a finite part of the space. The question then arises, if it is possible to determine F(x) within certain limits.