BIT Numerical Mathematics

, Volume 15, Issue 1, pp 94–102 | Cite as

Numerical inversion of a class of characteristic functions

  • B. Schorr


In this paper a simple method is proposed to invert numerically a given characteristic function of an absolutely continuous distribution function. The method is based on Fourier series expansions. Exact error bounds are given and a few examples are discussed.


Fourier Distribution Function Computational Mathematic Characteristic Function Fourier Series 
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Copyright information

© BIT Foundations 1975

Authors and Affiliations

  • B. Schorr
    • 1
  1. 1.CernGeneva 23Switzerland

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