Title :
Evaluation of cumulative probability distribution functions: Improved numerical methods
Author :
Brigham, E.O. ; Conley, R.E.
Abstract :
An improved technique for computing the cumulative probability distribution function from the characteristic function is presented. Rapid convergence of the infinite integral defining the cumulative function is achieved by a nonlinear approximation.
Keywords :
Character generation; Convergence; Distributed computing; Equations; Linear approximation; Probability distribution; Random variables; Signal detection; Signal generators; Statistical analysis;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1970.7933
