What is the Characteristic Function of a Random Variable?

Explains the Characteristic Function of a Random Variable and shows its relationship to the probability density function (pdf) and the moment generating function (mgf).
Related videos: (see http://www.iaincollings.com)
• What is a Random Variable?    • What is a Random Variable?  
• Expectation of a Random Variable Equation Explained    • Expectation of a Random Variable Equa...  
• What is a Probability Density Function (p.d.f.)?    • What is a Probability Density Functio...  
• What is a Multivariate Probability Density Function (PDF)?    • What is a Multivariate Probability De...  
• What is a Moment Generating Function (MGF)?    • What is a Moment Generating Function ...  
• Moment Generating Function of a Gaussian    • Moment Generating Function of a Gaussian  
• What is Convolution? And Two Examples where it arises.    • What is Convolution? And Two Examples...  
• Fourier Transform Equation Explained    • Fourier Transform Equation Explained ...  
• What is a Cumulative Distribution Function (CDF) of a Random Variable?    • What is a Cumulative Distribution Fun...  
• What is a Gaussian Distribution?    • What is a Gaussian Distribution?  
For a full list of Videos and accompanying Summary Sheets, see the associated website: http://www.iaincollings.com

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