What is the Characteristic Function of a Random Variable?

Explains the Characteristic Function of a Random Variable and shows its relationship to the probability density function (pdf) and the moment generating function (mgf). Related videos: (see http://www.iaincollings.com) • What is a Random Variable? https://youtu.be/MM6QM3y8pvI • Expectation of a Random Variable Equation Explained https://youtu.be/334ZWt28b_0 • What is a Probability Density Function (p.d.f.)? https://youtu.be/jUFbY5u-DMs • What is a Multivariate Probability Density Function (PDF)? https://youtu.be/fKTBKmx0NS8 • What is a Moment Generating Function (MGF)? https://youtu.be/wjwLTNYOuI4 • Moment Generating Function of a Gaussian https://youtu.be/atJ50GjDIgw • What is Convolution? And Two Examples where it arises. https://youtu.be/X2cJ8vAc0MU • Fourier Transform Equation Explained https://youtu.be/8V6Hi-kP9EE • What is a Cumulative Distribution Function (CDF) of a Random Variable? https://youtu.be/WZffV55o9T8 • What is a Gaussian Distribution? https://youtu.be/RNmDyzYw7aQ For a full list of Videos and accompanying Summary Sheets, see the associated website: http://www.iaincollings.com .