From characteristic function to distribution function via fourier analysis

• 1 September 1972
• journal article
• Published by Springer Nature in BIT Numerical Mathematics
• Vol. 12  (3) , 279-283
• https://doi.org/10.1007/bf01932299

Abstract

Keywords

• NUMERICAL CALCULATION
• CHARACTERISTIC FUNCTION
• FOURIER ANALYSIS
• DISTRIBUTION FUNCTION
• PROBABILITY DISTRIBUTIONS
• DIFFERENT METHODS
• FUNCTION VIA FOURIER
• PAPER CHARACTERISTIC