Smoothness (probability theory)
In probability theory and statistics, smoothness of a density function is a measure which determines how many times the density function can be differentiated, or equivalently the limiting behavior of distribution’s characteristic function.
The distribution is called supersmooth of order β  if its characteristic function satisfies
- Lighthill, M. J. (1962). Introduction to Fourier analysis and generalized functions. London: Cambridge University Press.
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