| Title:
|
Error in generating a normal distribution (English) |
| Author:
|
Šubert, Bruno |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
12 |
| Issue:
|
2 |
| Year:
|
1967 |
| Pages:
|
130-135 |
| Summary lang:
|
English |
| Summary lang:
|
Czech |
| Summary lang:
|
Czech |
| . |
| Category:
|
math |
| . |
| Summary:
|
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. (English) |
| Keyword:
|
probability theory |
| MSC:
|
94-10 |
| idZBL:
|
Zbl 0147.37201 |
| idMR:
|
MR0213187 |
| DOI:
|
10.21136/AM.1967.103079 |
| . |
| Date available:
|
2008-05-20T17:38:16Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/103079 |
| . |
| Reference:
|
[1] J. Havel: An Electronic Generator of Random Sequences.Transactions of the Second Prague Conference on Information Theory, Prague 1959. MR 0134431 |
| Reference:
|
[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. MR 0120755 |
| Reference:
|
[3] M. Loève: Probability Theory.3rd eddition, Van Nostrand, 1963. MR 0203748 |
| Reference:
|
[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. |
| Reference:
|
[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. |
| Reference:
|
[6] B. M. Золотарев: Абсолютная оценка остаточного члена в центральной предельной теореме.Теория вероятностей и. ее применения, 11 (1966), 1, 108-119. Zbl 1155.78304, MR 0198531 |
| . |
