A Method to Recover Counting Distributions from their Characteristic Functions

Authors

J. A. Gubner, University of Wisconsin - Madison
Majeed M. Hayat, Marquette UniversityFollow

Document Type

Article

Publication Date

6-1996

Publisher

Institute of Electrical and Electronics Engineers

Source Publication

IEEE Signal Processing Letters

Source ISSN

1070-9908

Abstract

A method that does not use numerical integration is presented for approximating the cumulative distribution of integer-valued random variables from their characteristic functions. Bounds on the approximation error are also given. The method is then used to compute photomultiplier counting distributions.

Comments

IEEE Signal Processing Letters, Vol. 3, No. 6 (June 1996): 184-186. DOI.

M.M. Hayat was affiliated with University of Wisconsin, Madison and University of Dayton at the time of publication.

Recommended Citation

Gubner, J. A. and Hayat, Majeed M., "A Method to Recover Counting Distributions from their Characteristic Functions" (1996). Electrical and Computer Engineering Faculty Research and Publications. 707.
https://epublications.marquette.edu/electric_fac/707