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...
| Prif Awdur: | |
|---|---|
| Fformat: | Journal article |
| Iaith: | English |
| Cyhoeddwyd: |
Cambridge University Press
1991
|
| Pynciau: |