Numerical operations of histogram arithmetic and their applications (Q1180276)
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English | Numerical operations of histogram arithmetic and their applications |
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Numerical operations of histogram arithmetic and their applications (English)
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27 June 1992
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The authors consider a system of independent random variables \(X_ n\), \(n=1,\dots,N\) which take values in the intervals \([A_ n,B_ n]\) and the probability densities of which are piecewise-constant functions. The authors propose an algorithm which performs the basic arithmetic operations (addition, multiplication, subtraction, division, integral exponentiation, maximum and minimum) on histograms of random variables \(X_ n\). This algorithm and the corresponding numerical program is part of a program package for histogram operations described in the last section of the paper.
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Monte Carlo methods
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system of independent random variables
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algorithm
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program package
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histogram operations
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