Last modified on 5 March 2015, at 14:11

characteristic function

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NounEdit

characteristic function (plural characteristic functions)

  1. (analysis) A function which is equal to 1 for all points in its domain which belong to a given set, and is equal to 0 for all points in the domain which do not belong to that given set.
  2. (mathematics, probability theory) A complex function completely defining the probability distribution of a real-valued random variable

Usage notesEdit

  • The characteristic function of a set A is often represented as χA.

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