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If, on the other hand, we know the characteristic function φ and want to find the corresponding distribution function, then one of the following inversion theorems can be used. Theorem. If the characteristic function φ X of a random variable X is integrable, then F X is absolutely continuous, and therefore X has a probability density function.
Finding the extrema of functionals is similar to finding the maxima and minima of functions. The maxima and minima of a function may be located by finding the points where its derivative vanishes (i.e., is equal to zero). The extrema of functionals may be obtained by finding functions for which the functional derivative is equal to zero.
In probability theory and statistics, the moment-generating function of a real-valued random variable is an alternative specification of its probability distribution.Thus, it provides the basis of an alternative route to analytical results compared with working directly with probability density functions or cumulative distribution functions.
The first-derivative test examines a function's monotonic properties (where the function is increasing or decreasing), focusing on a particular point in its domain.If the function "switches" from increasing to decreasing at the point, then the function will achieve a highest value at that point.
In convex analysis and variational analysis, a point (in the domain) at which some given function is minimized is typically sought, where is valued in the extended real number line [,] = {}. [1] Such a point, if it exists, is called a global minimum point of the function and its value at this point is called the global minimum (value) of the ...
The graph of the absolute value function. If differentiability fails at an interior point of the interval, the conclusion of Rolle's theorem may not hold. Consider the absolute value function = | |, [,]. Then f (−1) = f (1), but there is no c between −1 and 1 for which the f ′(c) is zero.
The unit circle can be specified as the level curve f(x, y) = 1 of the function f(x, y) = x 2 + y 2.Around point A, y can be expressed as a function y(x).In this example this function can be written explicitly as () =; in many cases no such explicit expression exists, but one can still refer to the implicit function y(x).
Fermat's theorem gives only a necessary condition for extreme function values, as some stationary points are inflection points (not a maximum or minimum). The function's second derivative , if it exists, can sometimes be used to determine whether a stationary point is a maximum or minimum.