Alternate Forms for Numerical Evaluation of Cumulative Probability Distributions Directly from Characteristic Functions

Proceedings of the IEEE

Volumn 58, Issue 11, 1970, Pages 1872-1873

  Nuttall, Albert H ^a  

^a NAVAL UNDERSEA WARFARE CENTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FAST FOURIER TRANSFORM; IEEPA; TIA;

EID: 0014926810     PISSN: 00189219     EISSN: 15582256     Source Type: Journal    
DOI: 10.1109/PROC.1970.8054     Document Type: Article

References (5)

1. A. H. Nuttall “Numerical evaluation of cumulative probability distribution functions directly from characteristic functions,” Navy Underwater Sound Lab., New London, Conn., Rep. 1032, August 11, 1969. A condensed version of this report was presented in Proc. IEEE (Letters), vol. 57, pp. 2071–2072, November 1969.
2. M. G. Kendall and A. Stuart, The Advanced Theory of Statistics, vol. 1. New York: Hafner, 1958.
3. I. S. Gradshteyn and I. M. Ryzhik, Table of Integrals, Series, and Products. New York: Academic Press, 1965.
4. A. H. Nuttall, “Alternate forms and computational considerations for numerical evaluation of cumulative probability distributions directly from characteristic functions,” Naval Underwater Systems Center, New London, Conn., Rep. NL-3013, to be published.
5. J. W. Cooley, P. A. W. Lewis, and P. D. Welch “Application of the fast Fourier transform to computation of Fourier integrals, Fourier series, and convolution integrals,” IEEE Trans. Audio Electroacoust., vol. AU-15, pp. 79–84, June 1967.