Numerical Inversion of Probability Generating Functions

@article{citeulike:2610529, abstract = {Random quantities of interest in operations research models can often be determined conveniently in the form of transforms. Hence, numerical transform inversion can be an effective way to obtain desired numerical values of cumulative distribution functions, probability density functions and probability mass functions. However, numerical transform inversion has not been widely used. This lack of use seems to be due, at least in part, to good simple numerical inversion algorithms not being well...}, author = {Abate, J. and Whitt, W. }, citeulike-article-id = {2610529}, journal = {Operations Research Letters, Vol. 12, :4, 245-251}, pages = {245--251}, posted-at = {2008-03-29 11:03:52}, priority = {2}, title = {Numerical Inversion of Probability Generating Functions}, url = {http://citeseer.ist.psu.edu/482003.html}, volume = {12, 4}, year = {1992} }

TY - JOUR ID - citeulike:2610529 L3 - citeulike-article-id:2610529 TI - Numerical Inversion of Probability Generating Functions JF - Operations Research Letters, Vol. 12, :4, 245-251 VL - 12, 4 SP - 245 EP - 251 N2 - Random quantities of interest in operations research models can often be determined conveniently in the form of transforms. Hence, numerical transform inversion can be an effective way to obtain desired numerical values of cumulative distribution functions, probability density functions and probability mass functions. However, numerical transform inversion has not been widely used. This lack of use seems to be due, at least in part, to good simple numerical inversion algorithms not being well... AU - Abate, J AU - Whitt, W PY - 1992/// UR - http://citeseer.ist.psu.edu/482003.html ER -