This kind of bothers me:(adsbygoogle = window.adsbygoogle || []).push({});

our textbook does not explain (and the professor either) where characteristic function comes from, all it says is what it defined as, which is E[e^{jwX}], where E is expectation of random variable X. But where is this e-term coming from?

Thanks in advance.

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# Homework Help: Characteristic function

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