Title :
Direct computation of the distribution function from the characteristic function
Author :
Santos, A. F Dos
Author_Institution :
Instituto Superior Técnico, Lisbon, Portugal
fDate :
4/1/1974 12:00:00 AM
Abstract :
A simple and exact method to compute the cumulative distribution function directly from the characteristic function is proposed. This method is completely insensitive to errors associated with the divergence of the integral defining the Fourier transform of the distribution function.
Keywords :
Artificial intelligence; Computer errors; Discrete Fourier transforms; Distributed computing; Distribution functions; Fourier transforms; Probability density function; Random variables; Testing;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1974.9467
