General moments of roundoff error

Martin Wiegand; Saralees Nadarajah

doi:10.1080/03610918.2019.1615627

General moments of roundoff error

Martin Wiegand^*, Saralees Nadarajah

^*Corresponding author for this work

The University of Manchester

Research output: Contribution to journal › Article › peer-review

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Abstract

Li and Nadarajah [Signal Processing 127 (2016) 185–190] derived expressions for mean and variance of roundoff error for any continuous random variable. Here, we derive expressions for general moments of the roundoff error, allowing one to study other aspects of roundoff error than just mean and variance. The expressions are specialized for 10 commonly used distributions in signal processing. Numerical studies checking the correctness of the derived expressions are given.

Original language	English
Journal	Communications in Statistics: Simulation and Computation
Early online date	20 May 2019
DOIs	https://doi.org/10.1080/03610918.2019.1615627
Publication status	Published - 2019

Keywords

Continuous random variable
Distribution
Signal processing

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10.1080/03610918.2019.1615627

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title = "General moments of roundoff error",

abstract = "Li and Nadarajah [Signal Processing 127 (2016) 185–190] derived expressions for mean and variance of roundoff error for any continuous random variable. Here, we derive expressions for general moments of the roundoff error, allowing one to study other aspects of roundoff error than just mean and variance. The expressions are specialized for 10 commonly used distributions in signal processing. Numerical studies checking the correctness of the derived expressions are given.",

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AB - Li and Nadarajah [Signal Processing 127 (2016) 185–190] derived expressions for mean and variance of roundoff error for any continuous random variable. Here, we derive expressions for general moments of the roundoff error, allowing one to study other aspects of roundoff error than just mean and variance. The expressions are specialized for 10 commonly used distributions in signal processing. Numerical studies checking the correctness of the derived expressions are given.

KW - Continuous random variable

KW - Distribution

KW - Signal processing

U2 - 10.1080/03610918.2019.1615627

DO - 10.1080/03610918.2019.1615627

M3 - Article

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SN - 0361-0918

JO - Communications in Statistics: Simulation and Computation

JF - Communications in Statistics: Simulation and Computation

ER -

General moments of roundoff error

Abstract

Keywords

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