The variance of the discrepancy distribution of rounding procedures, and sums of uniform random variables
When ℓ probabilities are rounded to integer multiples of a given accuracy n , the sum of the numerators may deviate from n by a nonzero discrepancy. It is proved that, for large accuracies n → ∞ , the limiting discrepancy distribution has variance ℓ / 12 . The relation to the uniform distribution o...
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Veröffentlicht in: | Metrika 2017-04, Vol.80 (3), p.363-375 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
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Zusammenfassung: | When
ℓ
probabilities are rounded to integer multiples of a given accuracy
n
, the sum of the numerators may deviate from
n
by a nonzero discrepancy. It is proved that, for large accuracies
n
→
∞
, the limiting discrepancy distribution has variance
ℓ
/
12
. The relation to the uniform distribution over the interval
[
-
1
/
2
,
1
/
2
]
, whose variance is 1 / 12, is explored in detail. |
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ISSN: | 0026-1335 1435-926X |
DOI: | 10.1007/s00184-017-0609-0 |