Applications of Dirac's delta function in statistics

  title={Applications of Dirac's delta function in statistics},
  author={Andr{\'e} I. Khuri},
  journal={International Journal of Mathematical Education in Science and Technology},
  pages={185 - 195}
  • A. Khuri
  • Published 1 March 2004
  • Mathematics
  • International Journal of Mathematical Education in Science and Technology
The Dirac delta function has been used successfully in mathematical physics for many years. The purpose of this article is to bring attention to several useful applications of this function in mathematical statistics. Some of these applications include a unified representation of the distribution of a function (or functions) of one or several random variables, which may be discrete or continuous, a proof of a well-known inequality, and a representation of a density function in terms of its… 

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