ThmDex – An index of mathematical definitions, results, and conjectures.
F8872
Formulation 1
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $E \in \mathcal{F}$ is an D1716: Event in $P$
(ii) $I_E : \Omega \to \mathbb{R}$ is an D2796: Indicator random boolean number on $P$ with respect to $E$
Let $t \in \mathbb{R}$ be a D993: Real number.
Then \begin{equation} \mathfrak{F}_{I_E}(t) = e^{i t} \mathbb{P}(E) + 1 - \mathbb{P}(E) \end{equation}