DocumentCode :
915369
Title :
Alternate forms for numerical evaluation of cumulative probability distributions directly from characteristic functions
Author :
Nuttall, A.H.
Volume :
58
Issue :
11
fYear :
1970
Firstpage :
1872
Lastpage :
1873
Abstract :
Alternate integral forms for the cumulative probability distribution in terms of the characteristic function are given. In particular, forms that can utilize a fast Fourier transform algorithm and special forms for one-sided probability density functions are derived. For a special class of discrete random variables, all integral evaluations are over a finite range.
Keywords :
Circuits; Fast Fourier transforms; Feedback; Frequency; Gyrators; Probability distribution; Q factor; Random variables; Resistors; Voltage;
fLanguage :
English
Journal_Title :
Proceedings of the IEEE
Publisher :
ieee
ISSN :
0018-9219
Type :
jour
DOI :
10.1109/PROC.1970.8054
Filename :
1449984
Link To Document :
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