Discrepency with book's answer to characteristic function

In summary, the characteristic function for the given PMF is \(\frac{1}{5}(1 + 2\cos(\omega) + 2\cos(2\omega))\), not \(\frac{2i}{5}\big(1 + 4\cos(x)\big)\sin(\omega)\) as originally thought. This is because the definition of the characteristic function for a discrete random variable is \(\phi_X(\omega) = \sum_{k} e^{i\omega k} \mathbb{P}(X = k)\). Simplifying the original expression with this definition yields the correct result.
  • #1
Dustinsfl
2,281
5
Find the characteristic function for the PMF \(p_X[k] = \frac{1}{5}\) for \(k = -2, -1,\ldots, 2\).

The characteristic function can be found with
\begin{align*}
\phi_X(\omega) &= E[\exp(i\omega X)]\\
&= \frac{1}{5}\sum_kke^{i\omega k}\\
&= \frac{1}{5}\big(-2e^{-2i\omega} - e^{-i\omega} +
2e^{2i\omega} + e^{i\omega}\big)\\
&= \frac{2i}{5}\bigg(\frac{e^{i\omega} - e^{-i\omega}}{2i} +
\frac{e^{2i\omega} - e^{-2i\omega}}{i}\bigg)\\
&= \frac{2i}{5}\big(1 + 4\cos(x)\big)\sin(\omega)
\end{align*}

However, the book says the answer is \(\frac{1}{5}(1 + 2\cos(\omega) + 2\cos(2\omega))\).
 
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  • #2
The problem is your definition of the characteristic function. For a discrete random variable the characteristic function is defined as
$$\phi_X(\omega) = \sum_{k} e^{i\omega k} \mathbb{P}(X = k) $$
in this case we get
$$= \frac{1}{5} \sum_{k} e^{i \omega k} = \frac{1}{5} \left(e^{-2i\omega}+e^{-i\omega}+1+e^{i \omega}+e^{2i\omega}\right)$$

Now, use the fact that $e^{i \omega} = \cos \omega + i \sin \omega$ and simplify.
 

FAQ: Discrepency with book's answer to characteristic function

What is a characteristic function and how is it used in statistics?

A characteristic function is a mathematical function that describes the probability distribution of a random variable. It is used in statistics to calculate the moments of a probability distribution, such as the mean and variance.

What does it mean when there is a discrepancy between a book's answer to a characteristic function and the actual answer?

A discrepancy between a book's answer to a characteristic function and the actual answer means that there is an error in either the book's calculation or in the actual value of the characteristic function. It is important to double check the calculations to determine where the error lies.

Why is the characteristic function important in statistics?

The characteristic function is important in statistics because it allows for the calculation of various moments of a probability distribution, which can provide insight into the behavior and properties of the distribution. It also allows for the calculation of the probability of certain events occurring.

How can one determine the accuracy of a book's answer to a characteristic function?

The accuracy of a book's answer to a characteristic function can be determined by comparing it to the actual answer, either through double checking the calculations or using other reliable sources. It is also important to understand the assumptions and limitations of the calculations and make sure they are being applied correctly.

What can be done to resolve a discrepancy between a book's answer to a characteristic function and the actual answer?

If a discrepancy is found, it is important to thoroughly review the calculations and assumptions used in both the book's answer and the actual answer. If the error is in the book's answer, it may be necessary to consult other sources or seek clarification from the author. If the error is in the actual answer, it may be necessary to review the data and make corrections or adjustments.

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