The CDF from the characteristic function

In summary, this thread will be a collection of multiple questions I asked before over different forums. I will start from the beginning, and I hope someone will follow the steps with me, because I did it before alone, and I ended with a numerical integration that is not finite, which doesn't make sense, since the result should be between 0 and 1.
  • #36
Yes, but supposedly, the software tools take care of the imaginary part using their functions to extract the imaginary part. We don't have to concern ourselves with doing that manually.
 
Physics news on Phys.org
  • #37
I can't comment on these tools, since I've never used them. If you are sure they should work, I suggest you check the input if the answer doesn't look right.
 

Similar threads

I Relation with Hessian and Log-likelihood
Replies
12
Views
2K
I The CDF from the Characteristic Function
Replies
5
Views
2K
I The characteristic function of order statistics
Replies
3
Views
1K
I CDF of summation of random variables
Replies
16
Views
2K
I Finding the derivative of a characteristic function
Replies
5
Views
2K
Characteristic functions and functionals
Replies
9
Views
2K
MHB Markov Process Limit: Calculating $u_k$ as a Function of $a,b$
Replies
1
Views
1K
A Conditional expectation and covariance of function of RVs
Replies
14
Views
2K
Is this a characteristic function?
Replies
4
Views
3K
I Proving a multivariate normal distribution by the moment generating function
Replies
5
Views
3K

Hot Threads

Recent Insights

Back
Top