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Journal of Siberian Federal University. Mathematics & Physics, 2011, Volume 4, Issue 2, Pages 229–239 (Mi jsfu181)  
This article is cited in 4 scientific papers (total in 4 papers)

Numerical operations on random variables and their application

Boris S. Dobronetsa, Olga A. Popovab

a Institute of Space and Information Technologies, Siberian Federal University, Krasnoyarsk, Russia
b Siberian State Automobile and Highway Academy, Omsk, Russia
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Abstract: It is considers the application of numerical operations on random variables. The description and properties of the basic operations on probability density function are considered. Algorithms and examples of solutions of systems linear algebraic and nonlinear system equations are submitted. It is considered the examples of using of developed methods in practice of economic decision-making. It is shown, that the given approach allows essentially improve quality of decision-making and reduce volume of calculations.
Keywords: numerical operations on random variables, histogram arithmetics, functions of random variables, stochastic system linear algebraic equations, stochastic nonlinear equations, the theory of decision-making, interval mathematics.
Received: 12.11.2010
Received in revised form: 01.12.2010
Accepted: 10.01.2011
Document Type: Article
UDC: 519.24
Language: Russian
Citation: Boris S. Dobronets, Olga A. Popova, “Numerical operations on random variables and their application”, J. Sib. Fed. Univ. Math. Phys., 4:2 (2011), 229–239
Citation in format AMSBIB
\Bibitem{DobPop11}
\by Boris~S.~Dobronets, Olga~A.~Popova
\paper Numerical operations on random variables and their application
\jour J. Sib. Fed. Univ. Math. Phys.
\yr 2011
\vol 4
\issue 2
\pages 229--239
\mathnet{http://mi.mathnet.ru/jsfu181}
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Журнал Сибирского федерального университета. Серия "Математика и физика"
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