DocumentCode
913341
Title
Direct computation of distribution functions from characteristic functions using the fast Fourier transform
Author
Requicha, A.A.G.
Volume
58
Issue
7
fYear
1970
fDate
7/1/1970 12:00:00 AM
Firstpage
1154
Lastpage
1155
Abstract
A fast Fourier transform technique is described for the approximate numerical evaluation of distribution functions directly from characteristic functions. Examples are presented.
Keywords
Discrete Fourier transforms; Distributed computing; Distribution functions; Fast Fourier transforms; Fourier series; Fourier transforms; Gold; Probability density function; Random variables; Transfer functions;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/PROC.1970.7875
Filename
1449805
Link To Document