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The American Statistician, 2009
For every continuous random variable with probability density function (pdf) f(x) a corresponding dual pdf f*(x) can be defined in terms of the moment generating function (mgf) or the characteristic function (cf). In this note, formulas for f*(x) are provided for the most applied continuous distributions (27of them).
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For every continuous random variable with probability density function (pdf) f(x) a corresponding dual pdf f*(x) can be defined in terms of the moment generating function (mgf) or the characteristic function (cf). In this note, formulas for f*(x) are provided for the most applied continuous distributions (27of them).
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