Error in generating a normal distribution

Bruno Šubert

Aplikace matematiky (1967)

  • Volume: 12, Issue: 2, page 130-135
  • ISSN: 0862-7940

Abstract

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In this paper an estimate for the maximum difference of onedimensional distribution function of a random process and the normal distribution function is given. The process is supposed to be obtained by a passage of a sequence of pulses with random polarity through a linear filter. In two special cases the influence of the impulse-response function of the filter on the difference is studied.

How to cite

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Šubert, Bruno. "Error in generating a normal distribution." Aplikace matematiky 12.2 (1967): 130-135. <http://eudml.org/doc/14462>.

@article{Šubert1967,
abstract = {In this paper an estimate for the maximum difference of onedimensional distribution function of a random process and the normal distribution function is given. The process is supposed to be obtained by a passage of a sequence of pulses with random polarity through a linear filter. In two special cases the influence of the impulse-response function of the filter on the difference is studied.},
author = {Šubert, Bruno},
journal = {Aplikace matematiky},
keywords = {probability theory},
language = {eng},
number = {2},
pages = {130-135},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Error in generating a normal distribution},
url = {http://eudml.org/doc/14462},
volume = {12},
year = {1967},
}

TY - JOUR
AU - Šubert, Bruno
TI - Error in generating a normal distribution
JO - Aplikace matematiky
PY - 1967
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 12
IS - 2
SP - 130
EP - 135
AB - In this paper an estimate for the maximum difference of onedimensional distribution function of a random process and the normal distribution function is given. The process is supposed to be obtained by a passage of a sequence of pulses with random polarity through a linear filter. In two special cases the influence of the impulse-response function of the filter on the difference is studied.
LA - eng
KW - probability theory
UR - http://eudml.org/doc/14462
ER -

References

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  1. J. Havel, An Electronic Generator of Random Sequences, Transactions of the Second Prague Conference on Information Theory, Prague 1959. (1959) MR0134431
  2. K. Janáč, Determination of Correlation Function on the Output of a Generator of Continuous Random Process, (in Czech), Aplikace Matematiky, vol. 6 (1961), No. 1. (1961) MR0120755
  3. M. Loève, Probability Theory, 3rd eddition, Van Nostrand, 1963. (1963) MR0203748
  4. C. Pantelopulos, Processus Aléatoires Asymptotiquement Stationnaires Laplaciens Produits par Filtrage d'une Suite Périodique d'Impulsions Aléatoires, Transactions of the Second Prague Conference on Information Theory, Prague 1959. (1959) 
  5. B. Šubert, Stochastic Properties of a Random Binary Sequence on the Output of a Linear Filter, (in Czech), Research Memorandum No. 145 (1966), Institute of Information Theory and Automation, Czechoslovak Academy of Sciences. (1966) 
  6. B. M. Золотарев, Абсолютная оценка остаточного члена в центральной предельной теореме, Теория вероятностей и. ее применения, 11 (1966), 1, 108-119. (1966) Zbl1155.78304MR0198531

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