• 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