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单词 characteristic function
释义
characteristic function

Mathematics
  • A synonym for indicator function.


Statistics
  • The (complex-valued) function E(eitX), where X is a random variable, t is a real variable and . If X is continuous and has probability density function f then the characteristic function is a multiple of the Fourier transform of f. The characteristic function is closely related to the moment-generating function and has the advantage of always existing. The first English use of the phrase ‘characteristic function’ was by Kullback in 1934.


Computer
  • of a subset S of a universal set U. A function that indicates whether or not an element is a member of the subset S. It is the function

    f:U{0,1}
    defined as follows:
    f(x)=1ifxSf(x)=0ifxS
    The codomain might also be given as {true,false} or {1,2}.


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