2-EPT Density FunctionParameters |
|
---|
Support |
|
---|
PDF |
|
---|
CDF |
|
---|
Mean |
|
---|
CF |
|
---|
In probability theory, a 2-EPT probability density function is a class of probability density functions on the real line. The class contains the density functions of all distributions that have characteristic functions that are strictly proper rational functions (i.e., the degree of the numerator is strictly less than the degree of the denominator).