NUMERICAL EVALUATION OF CUMULATIVE PROBABILITY DISTRIBUTION FUNCTIONS DIRECTLY FROM CHARACTERISTIC FUNCTIONS

被引：9

作者：

NUTTALL, AH

机构：

[1] Navy Underwater Sound Lab., New London

来源：

PROCEEDINGS OF THE IEEE | 1969年 / 57卷 / 11期

关键词：

D O I：

10.1109/PROC.1969.7468

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

A method for direct numerical evaluation of the cumulative probability distribution function from the characteristic function in terms of a single integral is presented. No moment evaluation or series expansions are required. intermediate evaluation of the probability density function is circumvented. The method takes on a special form when the random variables are discrete. Copyright © 1969 by The Institute of Electrical and Electronics Engineers, Inc.

引用

页码：2071 / &