Showing papers by "Instituto Superior Técnico published in 1974"
01 Jan 1974
3 citations
01 Apr 1974
TL;DR: In this paper, a simple and exact method to compute the cumulative distribution function directly from the characteristic function is proposed, which is completely insensitive to errors associated with the divergence of the integral defining the Fourier transform of the distribution function.
Abstract: A simple and exact method to compute the cumulative distribution function directly from the characteristic function is proposed. This method is completely insensitive to errors associated with the divergence of the integral defining the Fourier transform of the distribution function.