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About: Transform Methods

Module by: Paul E Pfeiffer. E-mail the author

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Name: Transform Methods
ID: m23473
Language: English (en)
Summary: The mathematical expectation E[X] of a random variable locates the center of mass for the induced distribution, and the expectation of the square of the distance between X and E[X] measures the spread of the distribution about its center of mass. These quantities are also known, respectively, as the mean (moment) of X and the variance or second moment of X about the mean. Other moments give added information. We examine the expectation of certain functions of X. Each of these functions involves a parameter, in a manner that completely determines the distribution. We refer to these as transforms. In particular, we consider three of the most useful of these: the moment generating function, the characteristic function, and the generating function for nonnegative, integer-valued random variables.
Subject: Mathematics and Statistics
Keywords: Center of mass, Characteristic function, Generating function, Independence, Integral transforms, Laplace transform, Moment generating function, Moments, Operational properties, Simple random variables, Spread of the distribution, Transforms, Uncorrelated
License: Creative Commons Attribution License CC-BY 3.0

Authors: Paul E Pfeiffer (perhp@earthlink.net)
Copyright Holders: Paul E Pfeiffer (perhp@earthlink.net)
Maintainers: Paul E Pfeiffer (perhp@earthlink.net), Daniel Williamson (dcwill@cnx.org), C. Sidney Burrus (csb@rice.edu)

Latest version: 1.8 (history)
First publication date: Apr 17, 2009 1:01 pm -0500
Last revision to module: Sep 18, 2009 2:01 pm -0500

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Version History

Version: 1.8 Sep 18, 2009 2:01 pm -0500 by Daniel Williamson
Changes:
added google analytics tracking code

Version: 1.7 Jul 28, 2009 1:34 pm -0500 by Paul E Pfeiffer
Changes:
Added summary

Version: 1.6 Jul 28, 2009 1:29 pm -0500 by Paul E Pfeiffer
Changes:
Added summary

Version: 1.5 Jul 27, 2009 12:18 pm -0500 by Daniel Williamson
Changes:
disjoint union fix

Version: 1.4 Jun 19, 2009 11:30 am -0500 by Daniel Williamson
Changes:
m-file fixes, supplemental links, metadata updated

Version: 1.3 Jun 9, 2009 5:30 pm -0500 by Daniel Williamson
Changes:
updated links, images and accessibility

Version: 1.2 May 26, 2009 4:47 pm -0500 by Daniel Williamson
Changes:
fixed module names, and updated content structure

Version: 1.1 May 19, 2009 11:24 am -0500 by Paul E Pfeiffer
Changes:
Cntent

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American Chemical Society (ACS) Style Guide:

Pfeiffer, P. Transform Methods, Connexions Web site. http://cnx.org/content/m23473/1.8/, Sep 18, 2009.

American Medical Assocation (AMA) Manual of Style:

Pfeiffer P. Transform Methods [Connexions Web site]. September 18, 2009. Available at: http://cnx.org/content/m23473/1.8/.

American Psychological Assocation (APA) Publication Manual:

Pfeiffer, P. (2009, September 18). Transform Methods. Retrieved from the Connexions Web site: http://cnx.org/content/m23473/1.8/

Chicago Manual of Style (Bibliography):

Pfeiffer, Paul. "Transform Methods." Connexions. September 18, 2009. http://cnx.org/content/m23473/1.8/.

Chicago Manual of Style (Note):

Paul Pfeiffer, "Transform Methods," Connexions, September 18, 2009, http://cnx.org/content/m23473/1.8/.

Chicago Manual of Style (Reference, in Author-Date style):

Pfeiffer, P. 2009. Transform Methods. Connexions, September 18, 2009. http://cnx.org/content/m23473/1.8/.

Modern Languages Association (MLA) Style Manual:

Pfeiffer, Paul. Transform Methods. Connexions. 18 Sep. 2009 <http://cnx.org/content/m23473/1.8/>.