Repository logo
 

General moments of roundoff error

Accepted version
Peer-reviewed

Type

Article

Change log

Authors

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

Volume Title

Publisher

Taylor & Francis

Rights

All rights reserved