DOES THE CHARACTERISTIC FUNCTION NUMERICALLY DISTINGUISH DISTRIBUTIONS

被引：4
|
作者：
WALLER, LA
机构：
来源：
AMERICAN STATISTICIAN | 1995年 / 49卷 / 02期
关键词：
FOURIER TRANSFORM; MOMENT-GENERATING FUNCTION; NUMERICAL METHODS;
D O I：
10.2307/2684629
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider an example given by McCullagh of different distributions with similar moment-generating functions. We illustrate that characteristic functions provide information beyond that given by moment-generating functions and can be used numerically to distinguish between distributions.
引用
收藏
页码：150 / 152
页数：3
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