Arithmetic Operations on Independent Random Variables: A Numerical Approach

DOI10.1137/110839680zbMath1260.65010OpenAlexW1989521352MaRDI QIDQ2909263

Szymon Jaroszewicz, M. Korzén

Publication date: 30 August 2012

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/110839680

zbMATH Keywords

confidence intervalsnumerical examplesphysical measurementsstatistical estimatorsHill's estimatoruncertainty propagationarithmetic operationsdistributions of sample statisticsgeneralized \(\chi^2\) distributionon independent random variables

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Point estimation (62F10)

Related Items (4)

\(\mathrm{Z}^+\)-Laplace transforms and \(\mathrm{Z}^+\)-differential equations of the arbitrary-order, theory and applications ⋮ Computing functions of random variables via reproducing kernel Hilbert space representations ⋮ The arithmetic of continuous Z-numbers ⋮ On possibilistic representations of fuzzy intervals

Uses Software

• Matlab
• Chebfun
• PaCAL
• APPL

This page was built for publication: Arithmetic Operations on Independent Random Variables: A Numerical Approach