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dc.contributor.authorRockower, Edward B.
dc.date1986-10
dc.date.accessioned2013-02-27T23:37:15Z
dc.date.available2013-02-27T23:37:15Z
dc.date.issued1986-10
dc.identifier.urihttp://hdl.handle.net/10945/29356
dc.description.abstractUsing a general method for deriving identities for random variables, the author finds a number of new results involving characteristic functions and generating functions. The method is simply to promote a parameter in an integral relation to the status of a random variable and then take expected values of both sides of the equation. Results include formulas for calculating the characteristic functions for sq x, square root of x, 1/x, sq x + x, sq R = sq x + sq y, etc. in terms of integral transforms of the characteristic functions for x and (x,y), etc. Generalizations to higher dimensions can be obtained using the same method. Expressions for inverse/ fractional moments, E(n ), etc. are also presented, demonstrating the methoden_US
dc.description.sponsorshipPrepared for: Commander, Space and Naval Warfare Systems Command Washington, D.C.en_US
dc.description.urihttp://archive.org/details/integralidentiti00rock
dc.language.isoen_US
dc.publisherMonterey, California. Naval Postgraduate Schoolen_US
dc.rightsApproved for public release; distribution is unlimited.en_US
dc.subject.lcshIDENTITIES.en_US
dc.titleIntegral identities for random variablesen_US
dc.typeTechnical Reporten_US
dc.contributor.corporateNaval Postgraduate School (U.S.)
dc.contributor.departmentOperations Researchen_US
dc.subject.authorcharacteristic functions, generating functions, transforms, moments, identitiesen_US
dc.description.funderN0003986WRDJ850en_US
dc.description.recognitionNAen_US
dc.identifier.oclcNA
dc.identifier.npsreportNPS55-86-017


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