• 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