特征函数和其应用.docVIP

特征函数及其应用 摘 要 在概率论和数理统计中, 求独立随机变量和的分布问题是经常遇到的，经过人们不断的探索和研究，终于发现了另一个重要工具——特征函数，它是处理许多概率论问题的有力工具，它能把寻求独立随机变量和的分布的卷积运算（积分运算）转换成乘法运算，本文介绍了特征函数的基本概念、主要性质以及特函数的一系列应用. [关键词 ABSTRACT In probability theory and mathematical statistics, find the distribution of independent random variables and the problem is often encountered after people continue to explore and research, finally found another important tool - characteristic function, it is to deal with many problems of probability theory powerful tool, it can seek independent random variables and the distribution of convolution (integral computation) i