Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
Let $t \in \mathbb{R}$ be a D993: Real number.
(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 $E$ |
Then
\begin{equation}
\mathbb{E}(e^{i t I_E})
= e^{i t} \mathbb{P}(E) + 1 - \mathbb{P}(E)
\end{equation}