I was reading about it here:(adsbygoogle = window.adsbygoogle || []).push({});

http://mathworld.wolfram.com/CharacteristicFunction.html

very neat. But then I tried out of boredom integrating the expression by parts where u = the exponential term and v = f (x) (or P(x)). The integral came out nicely as I got a term similar to the left hand side except with a different coefficient. Anyway, the evaluated integral was infinite, which contradicts with this link. Is there something wrong with my logic? Can any of you try evaluating the expression by integration by parts and show ur results? thank u

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# Characteristic function in prbability

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