Scientific and Engineering Studies: Spectral Estimation

Abstract

A method for direct numerical evaluation of the cumulative probability distribution function from the characteristic function in terms of a single integral is presented. No moment evaluations or series expansions are required. Intermediate evaluation of the probability density function is circumvented. The method takes on a special form when the random variables are discrete.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Aug 11, 1989
Accession Number
ADA956216

Entities

People

  • Albert H. Nuttall

Organizations

  • Naval Underwater Systems Center

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Computations
  • Computers
  • Data Science
  • Differential Equations
  • Discrete Distribution
  • Distribution Functions
  • Equations
  • Information Science
  • Mathematical Filters
  • Probability
  • Probability Density Functions
  • Probability Distribution Functions
  • Probability Distributions
  • Random Variables
  • Signal Processing
  • Statistical Analysis
  • Stochastic Processes

Readers

  • Statistical inference.
  • Systems Analysis and Design