What is the Characteristic Function of a Random Variable?

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  • เผยแพร่เมื่อ 1 ธ.ค. 2024

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  • @AM-tu1rc
    @AM-tu1rc 2 ปีที่แล้ว +3

    Not only was this video really helpful, but the way that you organize the related topics and link them below your videos is very helpful in connecting students to the full background needed to understand a topic. Thank you!

    • @iain_explains
      @iain_explains  2 ปีที่แล้ว

      I'm glad you like the approach, and the videos too. It's great to know they're useful.

  • @science_engineering
    @science_engineering 3 ปีที่แล้ว +1

    Thank u very much man. Your channel is highly undervalued

  • @TheScawer
    @TheScawer 2 ปีที่แล้ว +3

    This is pure gold. Thank you so much for this video!

  • @HarpreetSingh-ke2zk
    @HarpreetSingh-ke2zk 2 ปีที่แล้ว

    Your presentation is very simple, short and easy to grasp. I have understood many concepts from your videos. Thanks indeed.

    • @iain_explains
      @iain_explains  2 ปีที่แล้ว

      I'm really glad to hear it. Thanks for letting me know.

  • @kazishihabulislam8659
    @kazishihabulislam8659 ปีที่แล้ว

    Perfect. Simply put together.

  • @giovannipetrone
    @giovannipetrone ปีที่แล้ว

    I have been studying the c.f. for the last two days and I'm finding It very intresting. The most intresting part for me was the inverse theorem, the one where you show that the distribuiton function can be written trought a limit containing the c.f.

    • @iain_explains
      @iain_explains  ปีที่แล้ว

      I'm glad to hear the video was helpful.

  • @MusaYmc
    @MusaYmc 3 ปีที่แล้ว

    Crystal clear explanation, thank you!

  • @최윤철-y3c
    @최윤철-y3c 3 ปีที่แล้ว +2

    Thank you so much :)

  • @artemis-mandala-art
    @artemis-mandala-art 3 ปีที่แล้ว

    Very helpful. Thanks.

  • @getsamik1019
    @getsamik1019 3 ปีที่แล้ว

    What is the physical interpretation of characteristic function. Why expectation of complex exponent of random variable is considered.

    • @iain_explains
      @iain_explains  3 ปีที่แล้ว

      One of the reasons it's considered is because it makes the calculation of the pdf of the sum of random variables easier to calculate (as explained in the video). That's a good reason. But I don't think there is a physical interpretation, sorry.

  • @Rocks740
    @Rocks740 3 ปีที่แล้ว

    Sir/Madam ...Can you derive Mean of Uniform RV from its characteristic function....? Please post the video

  • @alirezarahimi7956
    @alirezarahimi7956 2 ปีที่แล้ว

    Thank you so much.

  • @frankiehuang2266
    @frankiehuang2266 2 ปีที่แล้ว

    Does this result ever hold if Z = X + Y but X and Y are not independent ?

    • @iain_explains
      @iain_explains  2 ปีที่แล้ว

      The expectation on the top right hand side of the page only separates into the two seperate characteristic functions when the random variables are independent. But the characteristic function can still be useful for analysing dependent variables - it just doesn't seperate so nicely, that's all.

  • @Ensign_Cthulhu
    @Ensign_Cthulhu 3 ปีที่แล้ว +4

    While I'm grateful for your overviews, I can't help but think that an actual, practical worked example rather than an abstract one would be much more helpful in understanding the application.

    • @iain_explains
      @iain_explains  3 ปีที่แล้ว

      Good point. Yes, I always think examples help. But I also think that the fundamental definitions are also important, and it's not always easy to fit both into a single short video. I'll add an example to my "to do" list for a future video. Thanks for the suggestion.

  • @MovieTheater69
    @MovieTheater69 ปีที่แล้ว

    Thank you

  • @dinovance148
    @dinovance148 ปีที่แล้ว

    Watching it the day before exam 🙂

  • @ElectricalEngineer2402
    @ElectricalEngineer2402 2 ปีที่แล้ว

    Watching one day before exams ☺️

    • @iain_explains
      @iain_explains  2 ปีที่แล้ว +1

      It's never too late! I hope your exams went well.