Characteristic function E[e^(itX)] of a probability distribution
CharacteristicFunction[dist, t]
CharacteristicFunction[dist, {t1, t2, …}]
CharacteristicFunction[NormalDistribution[μ, σ], t]
→ E^(I*μ*t - (σ^2*t^2)/2)CharacteristicFunction[BinomialDistribution[n, p], t]
→ (1 - p + E^(I*t)*p)^nCharacteristicFunction[LogisticDistribution[0, 1], 2.0]
→ 0.02346705930540379*E^(0. + 0.*I)