DocumentCode
915369
Title
Alternate forms for numerical evaluation of cumulative probability distributions directly from characteristic functions
Author
Nuttall, A.H.
Volume
58
Issue
11
fYear
1970
Firstpage
1872
Lastpage
1873
Abstract
Alternate integral forms for the cumulative probability distribution in terms of the characteristic function are given. In particular, forms that can utilize a fast Fourier transform algorithm and special forms for one-sided probability density functions are derived. For a special class of discrete random variables, all integral evaluations are over a finite range.
Keywords
Circuits; Fast Fourier transforms; Feedback; Frequency; Gyrators; Probability distribution; Q factor; Random variables; Resistors; Voltage;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/PROC.1970.8054
Filename
1449984
Link To Document