Characteristic function
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In set theory, the characteristic function or indicator function of a subset X of a set X is the function, often denoted χA or IA, from S to the set {0,1} which takes the value 1 on elements of X and 0 otherwise.
We can express elementary set-theoretic operations in terms of characteristic functions:
In mathematics, characteristic function can refer to any of several distinct concepts:
- In probability theory, the characteristic function of any probability distribution on the real line is given by the following formula, where X is any random variable with the distribution in question:
- where "E" means expected value. See characteristic function (probability theory).
- The characteristic function in game theory.