Distribution Functions and Characteristic Functions

Yuan Shih Chow and Henry Teicher
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Yuan Shih Chow: Columbia University, Department of Mathematics and Statistics
Henry Teicher: Rutgers University, Department of Statistics

Chapter 8 in Probability Theory, 1978, pp 247-289 from Springer

Abstract: 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.

Keywords: Characteristic Function; Probability Space; Dominate Convergence Theorem; Inversion Formula; Nondecreasing Function (search for similar items in EconPapers)
Date: 1978
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DOI: 10.1007/978-1-4684-0062-5_8

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