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BIT Numerical Mathematics

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

Numerical inversion of a class of characteristic functions

  • B. Schorr
Article

Abstract

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.

Keywords

Fourier Distribution Function Computational Mathematic Characteristic Function Fourier Series 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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Copyright information

© BIT Foundations 1975

Authors and Affiliations

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

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