definition 11.42 Characteristic function
open in the book ·
parts/02-mathematical-methods/09-probability-statistics.tex:1069
· p. 383
- ground object -- no derivation owed
Rests on
No declared or derived dependency edges point away from this node yet.
Supports
- depends_on lemma A.197 The transform is differentiable at the origin ¶
- depends_on lemma A.179 Truncation estimate ¶
-
depends_on
lemma 11.44
Second-order expansion
¶
-
depends_on
theorem 11.46
Central limit theorem, Lindeberg–Lévy
¶
- depends_on phenomenon 115.44 A large-scale dipole above $8\times10^{18}$ electronvolts ¶
-
depends_on
theorem 11.67
Asymptotics of the MLE
¶
- depends_on proposition 11.72 Nuisance parameters cost information ¶
-
depends_on
theorem 11.88
Wilks
¶
- depends_on corollary 11.89 Degrees of freedom with nuisance parameters ¶
- depends_on theorem 11.48 Lindeberg–Feller ¶
-
depends_on
theorem 11.46
Central limit theorem, Lindeberg–Lévy
¶
-
depends_on
proposition 11.43
Elementary properties
¶
- depends_on lemma A.200 Transform estimate ¶
-
depends_on
proposition 11.81
Density, mean and variance
¶
- depends_on corollary 11.84 Residuals about a weighted mean; the Birge ratio ¶
-
depends_on
example 33.15
The six values are mutually inconsistent, and by how
much
¶
- depends_on phenomenon 33.16 The least well determined of the constants ¶
-
depends_on
theorem A.183
Lindeberg–Feller
¶
- depends_on corollary A.188 Lindeberg–Lévy is the special case ¶
- depends_on corollary A.189 Lyapunov's condition ¶
- depends_on theorem 11.46 Central limit theorem, Lindeberg–Lévy ¶ ↺
- depends_on proposition 11.81 Density, mean and variance ¶ ↺
- depends_on theorem A.192 Berry–Esseen ¶
-
depends_on
theorem A.168
Lévy's continuity theorem
¶
- depends_on corollary A.181 The converse ¶
-
depends_on
theorem A.177
Fourier inversion for a distribution function
¶
-
depends_on
corollary A.178
The characteristic function determines the
distribution
¶
- depends_on lemma A.220 At each point, field and derivative are independent Gaussians ¶
-
depends_on
lemma A.196
Inversion for a difference
¶
- depends_on theorem A.198 Esseen's smoothing inequality ¶
-
depends_on
corollary A.178
The characteristic function determines the
distribution
¶
- depends_on theorem A.183 Lindeberg–Feller ¶ ↺
-
depends_on
theorem 11.45
Lévy's continuity theorem
¶
- depends_on theorem 11.46 Central limit theorem, Lindeberg–Lévy ¶ ↺
- depends_on theorem 11.48 Lindeberg–Feller ¶ ↺
Neighborhood
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Edges
| type | direction | node | provenance | where |
|---|---|---|---|---|
depends_on |
← | The transform is differentiable at the origin | declared | appendices/A-long-proofs.tex:10018 |
depends_on |
← | Truncation estimate | declared | appendices/A-long-proofs.tex:9268 |
depends_on |
← | Second-order expansion | declared | parts/02-mathematical-methods/09-probability-statistics.tex:1116 |
depends_on |
← | Elementary properties | declared | parts/02-mathematical-methods/09-probability-statistics.tex:1090 |
depends_on |
← | Density, mean and variance | declared | parts/02-mathematical-methods/09-probability-statistics.tex:2490 |
depends_on |
← | Berry–Esseen | declared | appendices/A-long-proofs.tex:9845 |
depends_on |
← | Lévy's continuity theorem | declared | appendices/A-long-proofs.tex:8883 |
depends_on |
← | Fourier inversion for a distribution function | declared | appendices/A-long-proofs.tex:9190 |
depends_on |
← | Lindeberg–Feller | declared | appendices/A-long-proofs.tex:9461 |
depends_on |
← | Lévy's continuity theorem | declared | parts/02-mathematical-methods/09-probability-statistics.tex:1177 |