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  1. Home
  2. Random processes
  3. Expectations, moments, and

Expectations, moments, and characteristic functions

OpenStax
@
Expectation
Important examples of expectation
Sums of random variables
Characteristic functions
1   Characteristic function of a gaussian pdf
2   Summation of two or more gaussian random variables
3   Central limit theorem
4   Proof:

Source:  OpenStax, Random processes. OpenStax CNX. Jan 22, 2004 Download for free at http://cnx.org/content/col10204/1.3
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