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Numerical inversion of a class of characteristic functions
In this paper a simple method is proposed to invert numerically a given characteristic function of an absolutely continuous distribution function. The method is based on Fourier series expansions. Exact error bounds are given and a few examples are discussed.
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| Lenguaje: | eng |
| Publicado: |
1973
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| Acceso en línea: | http://cds.cern.ch/record/1050749 |