Search

Your search keyword '"Heinrich, Lothar"' showing total 6 results
Start Over Author "Heinrich, Lothar" Topic random variables
6 results on '"Heinrich, Lothar"'

6. The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables.

Author

Heinrich, Lothar, Pukelsheim, Friedrich, and Wachtel, Vitali

Subjects
*RANDOM variables, *UNIFORM distribution (Probability theory), *VARIANCES, *DISCREPANCY theorem, *PROBABILITY theory
Abstract

When $$\ell $$ probabilities are rounded to integer multiples of a given accuracy n, the sum of the numerators may deviate from n by a nonzero discrepancy. It is proved that, for large accuracies $$n \rightarrow \infty $$ , the limiting discrepancy distribution has variance $$\ell /12$$ . The relation to the uniform distribution over the interval $$[-1/2, 1/2]$$ , whose variance is 1 / 12, is explored in detail. [ABSTRACT FROM AUTHOR]

Published
2017
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results