Boris S. Dobronets, Olga A. Popova, “Numerical operations on random variables and their application”, J. Sib. Fed. Univ. Math. Phys., 2011, Volume 4, Issue 2,Pages <nobr>229

This article is cited in 4 papers

Numerical operations on random variables and their application

Boris S. Dobronets^a, Olga A. Popova^b

^a Institute of Space and Information Technologies, Siberian Federal University, Krasnoyarsk, Russia
^b Siberian State Automobile and Highway Academy, Omsk, Russia

Abstract: It is considers the application of numerical operations on random variables. The description and properties of the basic operations on probability density function are considered. Algorithms and examples of solutions of systems linear algebraic and nonlinear system equations are submitted. It is considered the examples of using of developed methods in practice of economic decision-making. It is shown, that the given approach allows essentially improve quality of decision-making and reduce volume of calculations.

Keywords: numerical operations on random variables, histogram arithmetics, functions of random variables, stochastic system linear algebraic equations, stochastic nonlinear equations, the theory of decision-making, interval mathematics.

UDC: 519.24

Received: 12.11.2010
Received in revised form: 01.12.2010
Accepted: 10.01.2011