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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive
Sib. Zh. Vychisl. Mat., 2009 Volume 12, Number 3, Pages 269–272 (Mi sjvm28)
This article is cited in 1 paper

Minimal variance of an integer stochastic value

A. V. Voitishek, S. V. Rogazinskii

Institute of Computational Mathematics and Mathematical Geophysics (Computing Center), Siberian Branch of the Russian Academy of Sciences

Abstract: In this paper, the statement about a variance minimum of an integer stochastic value with fixed mathematical expectation is proved.

Key words: splitting of collision estimator, discrete integer stochastic value, fixed mathematical expectation, variance minimum.

UDC: 519.676

Received: 23.10.2008
Revised: 11.11.2008


 English version: Numerical Analysis and Applications, 2009, 2:3, 216–219

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