What is the Characteristic Function of a Random Variable?

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  • Опубліковано 17 лис 2024

КОМЕНТАРІ • 35

  • @AM-tu1rc
    @AM-tu1rc 2 роки тому +3

    Not only was this video really helpful, but the way that you organize the related topics and link them below your videos is very helpful in connecting students to the full background needed to understand a topic. Thank you!

    • @iain_explains
      @iain_explains  2 роки тому

      I'm glad you like the approach, and the videos too. It's great to know they're useful.

  • @TheScawer
    @TheScawer 2 роки тому +3

    This is pure gold. Thank you so much for this video!

  • @science_engineering
    @science_engineering 3 роки тому +1

    Thank u very much man. Your channel is highly undervalued

  • @HarpreetSingh-ke2zk
    @HarpreetSingh-ke2zk 2 роки тому

    Your presentation is very simple, short and easy to grasp. I have understood many concepts from your videos. Thanks indeed.

    • @iain_explains
      @iain_explains  2 роки тому

      I'm really glad to hear it. Thanks for letting me know.

  • @kazishihabulislam8659
    @kazishihabulislam8659 Рік тому

    Perfect. Simply put together.

  • @giovannipetrone
    @giovannipetrone Рік тому

    I have been studying the c.f. for the last two days and I'm finding It very intresting. The most intresting part for me was the inverse theorem, the one where you show that the distribuiton function can be written trought a limit containing the c.f.

  • @MusaYmc
    @MusaYmc 3 роки тому

    Crystal clear explanation, thank you!

  • @최윤철-y3c
    @최윤철-y3c 3 роки тому +2

    Thank you so much :)

  • @getsamik1019
    @getsamik1019 2 роки тому

    What is the physical interpretation of characteristic function. Why expectation of complex exponent of random variable is considered.

    • @iain_explains
      @iain_explains  2 роки тому

      One of the reasons it's considered is because it makes the calculation of the pdf of the sum of random variables easier to calculate (as explained in the video). That's a good reason. But I don't think there is a physical interpretation, sorry.

  • @Rocks740
    @Rocks740 3 роки тому

    Sir/Madam ...Can you derive Mean of Uniform RV from its characteristic function....? Please post the video

  • @artemis-mandala-art
    @artemis-mandala-art 3 роки тому

    Very helpful. Thanks.

  • @Ensign_Cthulhu
    @Ensign_Cthulhu 3 роки тому +4

    While I'm grateful for your overviews, I can't help but think that an actual, practical worked example rather than an abstract one would be much more helpful in understanding the application.

    • @iain_explains
      @iain_explains  3 роки тому

      Good point. Yes, I always think examples help. But I also think that the fundamental definitions are also important, and it's not always easy to fit both into a single short video. I'll add an example to my "to do" list for a future video. Thanks for the suggestion.

  • @alirezarahimi7956
    @alirezarahimi7956 2 роки тому

    Thank you so much.

  • @MovieTheater69
    @MovieTheater69 Рік тому

    Thank you

  • @dinovance148
    @dinovance148 Рік тому

    Watching it the day before exam 🙂

  • @frankiehuang2266
    @frankiehuang2266 2 роки тому

    Does this result ever hold if Z = X + Y but X and Y are not independent ?

    • @iain_explains
      @iain_explains  2 роки тому

      The expectation on the top right hand side of the page only separates into the two seperate characteristic functions when the random variables are independent. But the characteristic function can still be useful for analysing dependent variables - it just doesn't seperate so nicely, that's all.

  • @ElectricalEngineer2402
    @ElectricalEngineer2402 2 роки тому

    Watching one day before exams ☺️

    • @iain_explains
      @iain_explains  2 роки тому +1

      It's never too late! I hope your exams went well.