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...
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| Format: | Journal article |
| Sprog: | English |
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Cambridge University Press
1991
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Search Result 1
From Characteristic Function to Distribution Function: A Simple Framework for the Theory.
Udgivet 1991
Journal article
Search Result 2
From characteristic function to distribution function: a simple framework for the theory
Udgivet 1991
Journal article