Metadata (abstracts and keywords) for the articles in the journal
Ivanov S.K. On computer simulation accuracy estimation with inaccurate parameters of binomial distribution // Vestnik I. Yakovlev Chuvach State Pedagogical University. Series: Mechanics of a limit state . 2024. № 1(59). p. 61-75
Author(s):
Ivanov S.K.
Index of UDK:
519.245
DOI:
10.37972/chgpu.2024.59.1.002
Title:
On computer simulation accuracy estimation with inaccurate parameters of binomial distribution
To estimate a dispersion of the output value of a Monte-Carlo model due to inaccuracy of input data we need to have estimates of derivatives of the output value by parameters of underlying distributions. A number of estimates of the output value by parameter of binomial distribution are analyzed. Improved estimates are proposed. A numerical experiment was carried out to confirm the theoretical conclusions.
The contact details of authors:
Sergey K. Ivanov, Cand. Tech. Sc., Associate Professor of the Department of Higher Mathematics, e-mail: mail1@mail.ru; e-mail: s_k_ivanov@rambler.ru; AuthorID: 5876
Russian
English