Sunday, December 13, 2020

Functions, Processes & Transforms

  Characteristic Function- Inverse of Fourier transform of CF is PDF:


Moment-generating function- Measures of central tendency and dispersion. Points represent probability density, then the 0th moment = total probability (i.e. one), 1st = ยต, 2nd = s2, 3rd = skewness and 4th = kurtosis.


Laplace Transform- converts integral and differential equations into algebraic equations. From the time domain to the frequency domain. Expresses a function as a superposition of moments








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