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Sibirskii Zhurnal Vychislitel'noi Matematiki, 2013, Volume 16, Number 3, Pages 257–265
(Mi sjvm515)
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A minimum of the centered discrete random variables dispersion
L. J. Savelyevab a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University, Novosibirsk
Abstract:
The problem of isolation of discrete random values and vectors with discrete distributions having a given average value and a minimum dispersion is solved. The vector model is associated with statistical methods of calculation of multiple integrals and solutions to systems of the integral equations.
Key words:
discrete distribution, random variable, random vector, average value, dispersion.
Received: 01.02.2012 Revised: 20.02.2012
Citation:
L. J. Savelyev, “A minimum of the centered discrete random variables dispersion”, Sib. Zh. Vychisl. Mat., 16:3 (2013), 257–265; Num. Anal. Appl., 6:3 (2013), 221–228
Linking options:
https://www.mathnet.ru/eng/sjvm515 https://www.mathnet.ru/eng/sjvm/v16/i3/p257
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Statistics & downloads: |
Abstract page: | 291 | Full-text PDF : | 141 | References: | 55 | First page: | 7 |
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