Mean and variance of round off error

Rui Li; Saralees Nadarajah

doi:10.1016/j.sigpro.2016.03.007

Mean and variance of round off error

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

Abstract

Gadzhiev [4] derived expressions for round off error mean and round off error variance when the rounded variable follows the centered uniform and centered Gaussian distributions. Here, we derive general expressions for round off error mean and round off error variance when the rounded variable is any continuous random variable on the real line or any continuous random variable over a finite interval. Numerical studies are given.

Original language	English
Pages (from-to)	185-190
Journal	Signal Processing
Volume	127
Early online date	14 Mar 2016
DOIs	https://doi.org/10.1016/j.sigpro.2016.03.007
Publication status	Published - Oct 2016

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10.1016/j.sigpro.2016.03.007

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title = "Mean and variance of round off error",

abstract = "Gadzhiev [4] derived expressions for round off error mean and round off error variance when the rounded variable follows the centered uniform and centered Gaussian distributions. Here, we derive general expressions for round off error mean and round off error variance when the rounded variable is any continuous random variable on the real line or any continuous random variable over a finite interval. Numerical studies are given.",

author = "Rui Li and Saralees Nadarajah",

year = "2016",

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doi = "10.1016/j.sigpro.2016.03.007",

language = "English",

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journal = "Signal Processing",

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AU - Li, Rui

AU - Nadarajah, Saralees

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AB - Gadzhiev [4] derived expressions for round off error mean and round off error variance when the rounded variable follows the centered uniform and centered Gaussian distributions. Here, we derive general expressions for round off error mean and round off error variance when the rounded variable is any continuous random variable on the real line or any continuous random variable over a finite interval. Numerical studies are given.

U2 - 10.1016/j.sigpro.2016.03.007

DO - 10.1016/j.sigpro.2016.03.007

M3 - Article

SN - 0165-1684

VL - 127

SP - 185

EP - 190

JO - Signal Processing

JF - Signal Processing

ER -

Mean and variance of round off error

Abstract

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