Numerical operations of histogram arithmetic and their applications (Q1180276)

The authors consider a system of independent random variables \(X_ n\), \(n=1,\dots,N\) which take values in the intervals \([A_ n,B_ n]\) and the probability densities of which are piecewise-constant functions. The authors propose an algorithm which performs the basic arithmetic operations (addition, multiplication, subtraction, division, integral exponentiation, maximum and minimum) on histograms of random variables \(X_ n\). This algorithm and the corresponding numerical program is part of a program package for histogram operations described in the last section of the paper.