I have a question about the FFT, sorry if it is quite trivial but I've not reaaly understand where is the mistake.
I want calculte the FFT of the normal pdf.
The point is that when I compare it whith the correct analitic answer it is different.
And, assuming I want perform the convers task -invert the charateristric function with ifft-
what should I do??
Thank you for the kind attention.
I want calculte the FFT of the normal pdf.
The point is that when I compare it whith the correct analitic answer it is different.
def normal(x,sigma,mu): return 1./np.sqrt(2*np.pi*sigma**2)*np.exp(-1*(x-mu)**2/(2*sigma**2)) def cfnormal(x,sigma,mu): return np.exp(1j*mu*x-0.5*sigma**2*x**2) #char. func. of the normal random variable x=np.linspace(-100,100,500) normalvec= normal(x,1,0) fft=np.fft.fft(normalvec) print cfnormal(x,1,0)-fftWhere is the error?
And, assuming I want perform the convers task -invert the charateristric function with ifft-
what should I do??
Thank you for the kind attention.