ISSN:
1572-9125
Schlagwort(e):
Numerical Fourier inversion
;
Fast Fourier Transform
;
characteristic functions
;
distribution functions
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Abstract In this paper characteristic functions of probability distributions are considered. The numerical calculation of the distribution function when the characteristic function is known is discussed and two different methods are presented.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF01932299
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