Fourier transformation can improve quadrature efficiency of Laplace distribution

DOI10.1007/S001800100062zbMATH Open1012.65142OpenAlexW2008902512MaRDI QIDQ1861606

Jinhyo Kim, Sangwon Seo

Publication date: 9 March 2003

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001800100062

zbMATH Keywords

efficiencycharacteristic functionGauss-Hermite quadratureGaussian distributionsFourier transformationLaplace distributionCauchy distribution

Mathematics Subject Classification ID

Numerical methods for discrete and fast Fourier transforms (65T50) Laplace transform (44A10) Integral transforms of special functions (44A20) Numerical methods for integral transforms (65R10) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Numerical quadrature and cubature formulas (65D32) Complexity and performance of numerical algorithms (65Y20)

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