Abstract #300856


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JSM 2002 Abstract #300856
Activity Number: 406
Type: Contributed
Date/Time: Thursday, August 15, 2002 : 10:30 AM to 12:20 PM
Sponsor: General Methodology
Abstract - #300856
Title: On a New Characteristic Function
Author(s): Thomas Jiang*+ and Kun-Lin Kuo
Affiliation(s): National Chengchi University and National Chengchi University
Address: #64 Chih-Nan Road, Section 2, Taipei, International, 11623, Taiwan
Keywords: characteristic function ; Dirichlet distribution ; Carlson's function ; inversion formula
Abstract:

A new multivariate c-characteristic function has been shown to have uniqueness and convergence properties, which are similar to those of regular characteristic function. In this paper, we shall give further properties of the multivariate c-characteristic function. We shall also give examples to show how the probability density functions can be found when their corresponding new characteristic functions are known. Relation between this new characteristic function and the traditional characteristic function shall also be discussed.


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