• DocumentCode
    913948
  • Title

    Evaluation of cumulative probability distribution functions: Improved numerical methods

  • Author

    Brigham, E.O. ; Conley, R.E.

  • Volume
    58
  • Issue
    9
  • fYear
    1970
  • Firstpage
    1367
  • Lastpage
    1368
  • 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;
  • fLanguage
    English
  • Journal_Title
    Proceedings of the IEEE
  • Publisher
    ieee
  • ISSN
    0018-9219
  • Type

    jour

  • DOI
    10.1109/PROC.1970.7933
  • Filename
    1449863