From characteristic function to distribution function: a simple framework for the theory
A unified framework is established for the study of the computation of the distribution function from the characteristic function. A new approach to the proof of Gurland's and Gil-Pelaez's univariate inversion theorem is suggested. A multivariate inversion theorem is then derived using thi...
| المؤلف الرئيسي: | |
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| التنسيق: | Journal article |
| اللغة: | English |
| منشور في: |
Cambridge University Press
1991
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| الموضوعات: |
| الملخص: | A unified framework is established for the study of the computation of the distribution function from the characteristic function. A new approach to the proof of Gurland's and Gil-Pelaez's univariate inversion theorem is suggested. A multivariate inversion theorem is then derived using this technique. |
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