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JOURNALS // Sibirskii Zhurnal Vychislitel'noi Matematiki // Archive

Sib. Zh. Vychisl. Mat., 2013 Volume 16, Number 3, Pages 257–265 (Mi sjvm515)

A minimum of the centered discrete random variables dispersion

L. J. Savelyevab

a Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk
b Novosibirsk State University, Novosibirsk

Abstract: The problem of isolation of discrete random values and vectors with discrete distributions having a given average value and a minimum dispersion is solved. The vector model is associated with statistical methods of calculation of multiple integrals and solutions to systems of the integral equations.

Key words: discrete distribution, random variable, random vector, average value, dispersion.

UDC: 519.676+519.237

Received: 01.02.2012
Revised: 20.02.2012


 English version:
Numerical Analysis and Applications, 2013, 6:3, 221–228

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