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