Due to the winter closure on Monday 2/23, class does not take place
on campus. Here is a 1 minute video
about the characteristic functions.
The Characteristic function [PDF]
is a complex analog of the moment generating function MX(t) = E[exp(t X)]
Just add an i to get φX(t) = E[exp(i t X)]. It is more
powerful because it is defined for all random variables, unlike the moment generating
function!