General moments of roundoff error
Accepted version
Peer-reviewed
Repository URI
Repository DOI
Change log
Authors
Wiegand, Martin https://orcid.org/0000-0003-0276-658X
Nadarajah, Saralees
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.
Description
Keywords
Continuous random variable, Distribution, Signal processing
Journal Title
Communications in Statistics: Simulation and Computation
Conference Name
Journal ISSN
0361-0918
1532-4141
1532-4141
Volume Title
Publisher
Taylor & Francis
Publisher DOI
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All rights reserved