- #1
seeker101
- 28
- 0
"If a random variable has a probability density function, then the characteristic function is its Fourier transform" - http://en.wikipedia.org/wiki/Characteristic_function_(probability_theory)#Definition".
I have never come across a random variable that did not have a probability density function. Can someone give an example of a random variable that does not have a probability density function?
I have never come across a random variable that did not have a probability density function. Can someone give an example of a random variable that does not have a probability density function?
Last edited by a moderator: