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Limit distribution of a roundoff error
Authors:Takaaki Shimura
Institution:
  • The Institute of Statistical Mathematics, 10-3 Midori-cho, Tachikawa, Tokyo 190-8562, Japan
  • 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.
    Keywords:60G70  62G32  60E05  65G50
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