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Talk:Complex normal distribution

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Wiki Education Foundation-supported course assignment

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This article is or was the subject of a Wiki Education Foundation-supported course assignment. Further details are available on the course page. Student editor(s): Mowen17. Peer reviewers: Mowen17.

Above undated message substituted from Template:Dashboard.wikiedu.org assignment by PrimeBOT (talk) 18:13, 16 January 2022 (UTC)[reply]

Field of parameters

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The parameter matrices are complex, the article should mention this in the text.

Definition of characteristic function for arbitrary complex distribution?

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The section Characteristic function in its entirety is as follows:

"The characteristic function of complex normal distribution is given by

where the argument is an n-dimensional complex vector."

The linked article "Characteristic function" contains no information about how to define the characteristic function for an arbitrary complex probability distribution.

I hope someone knowledgeable about this subject can include a definition, because otherwise the entire meaning of this section is unclear. 2601:200:C000:1A0:BC00:5039:DB55:E9EC (talk) 20:23, 29 July 2022 (UTC)[reply]