Characteristics Function

Explore the fundamental concepts of characteristic functions in probability theory and statistics through an in-depth 90-minute lecture. Delve into the characteristic functions of various probability distributions, including Normal, Cauchy, Exponential, and Uniform. Learn how to prove the Inversion Theorem and apply it to real-world examples. Gain a solid understanding of these essential statistical tools and their applications in data analysis and probability modeling.

Characteristic function of Normal distribution.
Proof of Inversion Theorem.
Characteristic function of standard Cauchy distribution.
Characteristic function of exponential distribution.
characteristic function of uniform distribution with example.
Characteristics Function lec#1.