Stručni rad

Application of characteristic functions in statistics

Slobodan Jelić orcid.org/0000-0002-2134-3112 ; Odjel za matematiku, sveučilište J.J. Strossmayera u Osijeku, Osijek, Hrvatska

Sažetak

In this paper cumulative distribution functions of arithmetic mean of
random sample from standard normal and standard uniform distributions are calculated by using characteristic functions. An application of basic theoretical results of characteristic functions is illustrated in example of geometric mean of random sample from standard uniform distribution. Some special examples of calculating frequently used statistics are also presented.

Ključne riječi

characteristic function; random variable; probability density function; cumulative distribution function; random sample; statistic; arithmetic mean of sample; variance of sample; geometric mean; Gamma function; Gamma distribution; $\chi^2$ - distribution

Hrčak ID:

59281

URI

https://hrcak.srce.hr/59281

Datum izdavanja:

11.10.2010.

Podaci na drugim jezicima: hrvatski

Posjeta: 3.776 *