Characteristic Function of a Sum
If X and Y are independent:
$$\phi_{X+Y}(t)=\phi_X(t)\phi_Y(t)$$
Usage
- Used to study sums of independent random variables.
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Probability
Characteristic Function of a Sum
Characteristic Function of a Sum
If X and Y are independent:
$$\phi_{X+Y}(t)=\phi_X(t)\phi_Y(t)$$
Usage
- Used to study sums of independent random variables.
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