Software Implementation of Numerical Operations on Random Variables

被引：0

作者：

Dobronets, Boris S. ^{[1
]}

Krantsevich, Artem M. ^{[2
]}

Krantsevich, Nikolay M. ^{[2
]}

机构：

[1] Siberian Fed Univ, Inst Space & Informat Technol, Kirenskogo 26, Krasnoyarsk 660074, Russia

[2] Siberian Fed Univ, Inst Math & Comp Sci, Krasnoyarsk 660041, Russia

来源：

JOURNAL OF SIBERIAN FEDERAL UNIVERSITY-MATHEMATICS & PHYSICS | 2013年 / 6卷 / 02期

关键词：

numerical operations on random variables; histogram arithmetic; second order histogram; Monte Carlo method; interval mathematics;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We consider a software implementation of numerical operations on different types of random variables and introduce algorithms for arithmetic operations on random variables represented by their probability densities. We also estimate the accuracy of these algorithms and compare the accuracy of histogram arithmetic and the Monte Carlo methods.

引用

页码：168 / 173

页数：6

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