A Method to Recover Counting Distributions from their Characteristic Functions
Institute of Electrical and Electronics Engineers
IEEE Signal Processing Letters
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.
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.