EKSISTENSI BAGIAN IMAJINER PADA INTEGRAL FORMULA INVERSI FUNGSI KARAKTERISTIK

Authors

  • Yuliana Permatasari

DOI:

https://doi.org/10.25077/jmu.1.2.39-43.2012

Abstract

Formula inversi dari fungsi karakteristik 'X(t) dengan fungsi distribusi F
adalah
F(x) ô€€€ F(0) = lim
T!1
1
2
Z T
ô€€€T
exp(ô€€€itx) ô€€€ 1
ô€€€it
'X(t)dt
untuk setiap ô€€€1 < x < 1.
Syarat perlu dan cukup untuk
lim
T!1
Im

1
2
Z T
0
exp(ô€€€itx) ô€€€ 1
ô€€€it
'X(t)dt

ada adalah
lim"!0+
Z 1
"
G(u; x) ô€€€ (u; 0)
u
du
ada, dimana
G(u; x) = F(u + x) ô€€€ F(ô€€€u + x):

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Published

17-05-2016

Issue

Vol. 1 No. 2 (2012)

Section

Articles

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