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characteristic function

From Wiktionary, the free dictionary

English

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Noun

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characteristic function (plural characteristic functions)

  1. (mathematical analysis) A function which is equal to 1 for all points in its domain which belong to a given set, and is equal to 0 for all points in the domain which do not belong to that given set.
  2. (mathematics, probability theory) A complex function completely defining the probability distribution of a real-valued random variable

Usage notes

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  • The characteristic function of a set A is often represented as χA.

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