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
Datum izdavanja:
11.10.2010.
Posjeta: 3.129 *