TEOREMA INVERSI PADA FUNGSI KARAKTERISTIK

Authors

  • Tika Yuliana

DOI:

https://doi.org/10.25077/jmu.1.2.28-31.2012

Abstract

Fungsi karakteristik dari suatu peubah acak X dinotasikan sebagai 'X(t) dan
didenisikan sebagai 'X(t) = E[eitX ], dimana t 2 R , i =
p
ô€€€1 dan eitX = cos tX +
i sin tX. Teorema inversi menyatakan bahwa fungsi karakteristik dapat digunakan untuk
menentukan fungsi kepekatan peluang dari peubah acak yaitu
f(x) =
1
2
Z 1
ô€€€1
eô€€€itx'X(t)dt:

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Published

17-05-2016

Issue

Vol. 1 No. 2 (2012)

Section

Articles

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