Numerical calculation of cumulative probability from the moment-generating function
- 1 January 1972
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE
- Vol. 60 (11) , 1452-1453
- https://doi.org/10.1109/PROC.1972.8929
Abstract
A numerical method for determining the cumulative probability distribution of a nonnegative random variable is based on the steepest descent approximation of the inverse Laplace transform of its moment-generating function. Good numerical agreement with the cumulative exponential and Poisson distributions is demonstrated.Keywords
This publication has 4 references indexed in Scilit:
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