Title :
Direct computation of distribution functions from characteristic functions using the fast Fourier transform
Author :
Requicha, A.A.G.
fDate :
7/1/1970 12:00:00 AM
Abstract :
A fast Fourier transform technique is described for the approximate numerical evaluation of distribution functions directly from characteristic functions. Examples are presented.
Keywords :
Discrete Fourier transforms; Distributed computing; Distribution functions; Fast Fourier transforms; Fourier series; Fourier transforms; Gold; Probability density function; Random variables; Transfer functions;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1970.7875
