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
Link To Document