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Distribution Functions and Characteristic Functions

In: Probability Theory

Author

Listed:
  • Yuan Shih Chow

    (Columbia University, Department of Mathematics and Statistics)

  • Henry Teicher

    (Rutgers University, Department of Statistics)

Abstract

Distribution functions are mathematical artifacts with properties that are independent of any probabilistic setting. Notwithstanding, most of the theorems of interest are geared to d.f.s of r.v.s and the majority of proofs are simpler and more intuitive when couched in terms of r.v.s having, or probability measures determined by, the given d.f.s. Since r.v.s possessing preassigned d.f.s can always be defined on some probability space, the language of r.v.s and probability will be utilized in many of the proofs without further ado.

Suggested Citation

  • Yuan Shih Chow & Henry Teicher, 1978. "Distribution Functions and Characteristic Functions," Springer Books, in: Probability Theory, chapter 8, pages 247-289, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4684-0062-5_8
    DOI: 10.1007/978-1-4684-0062-5_8
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