A direct calculation of moments of the sample variance
نویسندگان
چکیده
A systematic method to deal with the interrelations of systems with multi-index quantities (random variables) is proposed. The method differs of the well-known Polykays. An application of the theoretical results here presented is the calculation of the moments of the sample variance for general populations in a direct way. The main advantage of the proposed methodology is that no conversion formulae and other complicated Polykays rules are needed. However, the proposed method is compatible with Polykays philosophy and conversion formulae and multiplication rules can be derived by using the theoretical results of this work. For practical purposes, two algorithms for the calculation of the moments of the sample variance are proposed. © 2011 IMACS. Published by Elsevier B.V. All rights reserved.
منابع مشابه
Absolute Permeability Calculation by Direct Numerical Simulation in Porous Media
Simulating fluid flow at micro level is an ongoing problem. Simplified macroscopic flow models like Darcy’s law is unable to estimate fluid dynamic properties of porous media. The digital sample reconstruction by high resolution X-ray computed tomography scanning and fluid-dynamics simulation, together with the increasing power of super-computers, allow to carry out pore-scale simulations throu...
متن کاملMicrostructure Noise , Realized Variance , and Optimal Sampling ∗
Observed asset prices are known to deviate from their efficient values due to market microstructure frictions. This paper studies the effects of market microstructure noise on nonparametric estimates of the efficient price integrated variance. Specifically, we consider both asymptotic and finite sample effects of general market microstructure noise on realized variance estimates. The finite sam...
متن کاملSOME RESULTS OF MOMENTS OF UNCERTAIN RANDOM VARIABLES
Chance theory is a mathematical methodology for dealing with indeterminatephenomena including uncertainty and randomness.Consequently, uncertain random variable is developed to describe the phenomena which involveuncertainty and randomness.Thus, uncertain random variable is a fundamental concept in chance theory.This paper provides some practical quantities to describe uncertain random variable...
متن کاملCamparison of Numerically Stability of Two Algorithms for the Calculation of Variance
In descriptive statistics, there are two computational algorithms for determining the variance S2, of a set of observations : Algorithm 1: S2= - , Algorithm 2: S2= , where . It is interesting to discuss, which of the above formulas is numerically more trustworthy in machine numbers sets. I this paper, based on total effect of rounding error, we prove that the second Algorithm is better...
متن کاملPseudo Zernike Moment-based Multi-frame Super Resolution
The goal of multi-frame Super Resolution (SR) is to fuse multiple Low Resolution (LR) images to produce one High Resolution (HR) image. The major challenge of classic SR approaches is accurate motion estimation between the frames. To handle this challenge, fuzzy motion estimation method has been proposed that replaces value of each pixel using the weighted averaging all its neighboring pixels i...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Mathematics and Computers in Simulation
دوره 82 شماره
صفحات -
تاریخ انتشار 2012