• DocumentCode
    903381
  • Title

    Approximate calculation of cumulative probability from a moment-generating function

  • Author

    Helstrom, C.W.

  • Volume
    57
  • Issue
    3
  • fYear
    1969
  • fDate
    3/1/1969 12:00:00 AM
  • Firstpage
    368
  • Lastpage
    369
  • Abstract
    A numerical method is presented for calculating the cumulative distribution of a positive random variable from its moment-generating function. It involves an expansion of the rectangular function in Laguerre functions. As examples, the cumulative exponential and cumulative Poisson probability functions are approximated.
  • Keywords
    Circuits; Fourier transforms; Frequency; Laplace equations; NASA; Probability density function; Probability distribution; Random variables; Signal detection; Writing;
  • fLanguage
    English
  • Journal_Title
    Proceedings of the IEEE
  • Publisher
    ieee
  • ISSN
    0018-9219
  • Type

    jour

  • DOI
    10.1109/PROC.1969.6988
  • Filename
    1448918
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=903381