• DocumentCode
    930442
  • Title

    Direct computation of the distribution function from the characteristic function

  • Author

    Santos, A. F Dos

  • Author_Institution
    Instituto Superior Técnico, Lisbon, Portugal
  • Volume
    62
  • Issue
    4
  • fYear
    1974
  • fDate
    4/1/1974 12:00:00 AM
  • Firstpage
    533
  • Lastpage
    534
  • 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;
  • fLanguage
    English
  • Journal_Title
    Proceedings of the IEEE
  • Publisher
    ieee
  • ISSN
    0018-9219
  • Type

    jour

  • DOI
    10.1109/PROC.1974.9467
  • Filename
    1451397
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=930442