Limit distribution of a roundoff error |
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Authors: | Takaaki Shimura |
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Institution: | The Institute of Statistical Mathematics, 10-3 Midori-cho, Tachikawa, Tokyo 190-8562, Japan |
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Abstract: | Let X] and {X} be the integer and the fractional parts of a random variable X. The conditional distribution function Fn(x)=P({X}≤x|X]=n) for an integer n is investigated. Fn for a large n is regarded as the distribution of a roundoff error in an extremal event. For most well-known continuous distributions, it is shown that Fn converges as n→∞ and three types of limit distributions appear as the limit distribution according to the tail behavior of F. |
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Keywords: | 60G70 62G32 60E05 65G50 |
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