Siberian Federal University 
- Issue
- Journal of Siberian Federal University. Mathematics & Physics. 2013 6 (2)
- Authors
- Dobronets, Boris S.; Krantsevich, Artem M.; Krantsevich, Nikolay M.
- Contact information
- Dobronets, Boris S.: Institute of Space and Information Technology, Siberian Federal University, Kirenskogo, 26, Krasnoyarsk, 660074 Russia; e-mail: ; Krantsevich, Artem M.: Institute of Mathematics and Computer Science, Siberian Federal University, Svobodny, 79, Krasnoyarsk, 660041 Russia; e-mail: ; Krantsevich, Nikolay M.: Institute of Mathematics and Computer Science, Siberian Federal University, Svobodny, 79, Krasnoyarsk, 660041 Russia; e-mail:
- Keywords
- numerical operations on random variables; histogram arithmetic; second order histogram; Monte Carlo method; interval mathematics
- Abstract
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.
- Pages
- 168–173
- Paper at repository of SibFU
- https://elib.sfu-kras.ru/handle/2311/9675
Journal of Siberian Federal University. Mathematics & Physics / Software Implementation of Numerical Operations on Random Variables
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