DOC PREVIEW
Rutgers University MATH 612 - Characteristic Functions

This preview shows page 1 out of 4 pages.

Save
View full document
View full document
Premium Document
Do you want full access? Go Premium and unlock all 4 pages.
Access to all documents
Download any document
Ad free experience
Premium Document
Do you want full access? Go Premium and unlock all 4 pages.
Access to all documents
Download any document
Ad free experience

Unformatted text preview:

Characteristic FunctionsCharacteristic FunctionExample A typical example is the following: assume 5% of the population is green-eyed. You pick 500 people randomly. The number of green-eyed people you pick is a random variable X which follows a binomial distribution with n = 500 and p = 0.05 (when picking the people with replacementSlide 4Characteristic FunctionsExamples1. Bernoulli Distribution he Bernoulli distribution is a discrete distribution having two possible outcomeslabelled by n=0 and n=1 in which n=1 ("success") occurs with probability p and ("failure") occurs with probability q=1-p, where 0 < p < 1. It therefore has probability function which can also be written The corresponding distribution function is The characteristic function isCharacteristic Function•In probability theory and statistics, the binomial distribution is the discrete probability distribution of the number of successes in a sequence of n independent yes/no experiments, each of which yields success with probability p. Such a success/failure experiment is also called a Bernoulli experiment or Bernoulli trial. In fact, when n = 1, then the binomial distribution is the Bernoulli distribution. The binomial distribution is the basis for the popular binomial test of statistical significanceExampleA typical example is the following: assume 5% of the population is green-eyed. You pick 500 people randomly. The number of green-eyed people you pick is a random variable X which follows a binomial distribution with n = 500 and p = 0.05 (when picking the people with replacementProbability mass functionIn general, if the random variable X follows the binomial distribution with parameters n and p, we write X ~ B(n, p). The probability of getting exactly k successes is given by the probability mass function: for k=0,1,2,...,n and whereParameters number of trials (integer) success probability (real)Support Probability mass function (pmf) Cumulative distribution function (cdf) Mean Medianone of Mode Variance Skewness Excess Kurtosis Entropy mgf Char.


View Full Document

Rutgers University MATH 612 - Characteristic Functions

Download Characteristic Functions
Our administrator received your request to download this document. We will send you the file to your email shortly.
Loading Unlocking...
Login

Join to view Characteristic Functions and access 3M+ class-specific study document.

or
We will never post anything without your permission.
Don't have an account?
Sign Up

Join to view Characteristic Functions 2 2 and access 3M+ class-specific study document.

or

By creating an account you agree to our Privacy Policy and Terms Of Use

Already a member?