[機統] 算特徵函數和動差
Let Y be a RV uniformly distributed within (0,2π] and define X = sinY
Compute the characteristic function of X and its 4th moments.
我是有把X的pdf算出來1/π√1-x^2,要算特徵函數我是想說先算動差成成函數E[e^tx]
但是積分積不出來,不知要怎麼積
請問還是要用其他方法?
謝謝大家~!
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 140.113.63.114
推
10/14 14:59, , 1F
10/14 14:59, 1F
→
10/14 15:00, , 2F
10/14 15:00, 2F
→
10/14 19:13, , 3F
10/14 19:13, 3F