Title :
A method to recover counting distributions from their characteristic functions
Author :
Gubner, John A. ; Hayat, Majeed M.
Author_Institution :
Dept. of Electr. & Comput. Eng., Wisconsin Univ., Madison, WI, USA
fDate :
6/1/1996 12:00:00 AM
Abstract :
A method that does not use numerical integration is presented for approximating the cumulative distribution of integer-valued random variables from their characteristic functions. Bounds on the approximation error are also given. The method is then used to compute photomultiplier counting distributions.
Keywords :
approximation theory; photomultipliers; random processes; signal processing; statistical analysis; approximation error; characteristic functions; counting distributions; cumulative distribution; integer-valued random variables; photomultiplier counting distributions; Approximation error; Discrete Fourier transforms; Distributed computing; Military computing; Optical computing; Optical fiber communication; Photomultipliers; Probability; Random variables;
Journal_Title :
Signal Processing Letters, IEEE
