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 :
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