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Numerical inversion of a class of characteristic functions
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. (9 refs).
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| Lenguaje: | eng |
| Publicado: |
1975
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| Acceso en línea: | https://dx.doi.org/10.1007/BF01933000 http://cds.cern.ch/record/873273 |
| Sumario: | 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. (9 refs). |
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