Numerical inversion of a class of characteristic functions

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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).

Detalles Bibliográficos
Autor principal: Schorr, B
Lenguaje:eng
Publicado: 1975
Materias:
Engineering
Acceso en línea:https://dx.doi.org/10.1007/BF01933000
http://cds.cern.ch/record/873273
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author Schorr, B
author_facet Schorr, B
author_sort Schorr, B
collection CERN
description 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).
id cern-873273
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 1975
record_format invenio
spelling cern-8732732019-09-30T06:29:59Zdoi:10.1007/BF01933000http://cds.cern.ch/record/873273engSchorr, BNumerical inversion of a class of characteristic functionsEngineeringA 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).oai:cds.cern.ch:8732731975
spellingShingle Engineering
Schorr, B
Numerical inversion of a class of characteristic functions
title Numerical inversion of a class of characteristic functions
title_full Numerical inversion of a class of characteristic functions
title_fullStr Numerical inversion of a class of characteristic functions
title_full_unstemmed Numerical inversion of a class of characteristic functions
title_short Numerical inversion of a class of characteristic functions
title_sort numerical inversion of a class of characteristic functions
topic Engineering
url https://dx.doi.org/10.1007/BF01933000
http://cds.cern.ch/record/873273
work_keys_str_mv AT schorrb numericalinversionofaclassofcharacteristicfunctions

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