characteristic function

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English[edit]

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Noun[edit]

characteristic function (plural characteristic functions)

  1. (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[edit]

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

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