Minimizing the dispersion of centered discrete random variables

DOI10.1134/S1995423913030051zbMATH Open1299.65005OpenAlexW2078557278MaRDI QIDQ5407764FDOQ5407764

Authors: L. Ya. Savel'ev 

Publication date: 7 April 2014

Published in: Numerical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995423913030051

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zbMATH Keywords

dispersionrandom variablemultiple integralsstatistical methodsmathematical expectationsystems of integral equationsdiscrete distributionrandom vectoraverage value

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Analysis of variance and covariance (ANOVA) (62J10)

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