Limit distribution of a roundoff error

DOI10.1016/J.SPL.2011.12.021MaRDI QIDQ434701zbMATH OpenOpenAlexFDO

Authors Takaaki Shimura

Publication date 16 July 2012

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.12.021

zbMATH Keywords

fractional part of random variables60E05 65G50tail probabilitys

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Asymptotic distribution theory in statistics (62E20) Roundoff error (65G50)

Review text

Denote by \([x]:=\sup\{m\in\mathbb{Z}:\,m\leq x\}\) the integral part of \(x\in\mathbb{R}\) and by \(\{x\}:=x-[x]\in[0,1)\) its fractional part. Let \(X\) be a random variable. The conditional distribution function \(F_n(x):=P(\{X\}\leq x \mid [X]=n)\) for an integer \(n\in\mathbb{N}\) is investigated. Characterizations of the limit of \(F_n\) when \(n\) tends to infinity are established. The results cover most well-known continuous distribution functions.

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