APPROXIMATE COMPUTATION OF EXPECTATION AND VARIANCEOF NONLINEAR FUNCTION OF CONTINUOUS RANDOM VARIABLE
Zhang Songlin 1) ; and Zhang Kun 2)
1)Department of Surveying and Geo-informatics, Tongji University, Shanghai 2000922)Laboratory of Geographic Information Science, East China Normal University,Shanghai 200062
Abstract In order to analyze the effect of the nonlinearity of the function on calculating the expectation and variance of nonlinear function of continuous random variable, a set of examples are designed. The calculated results show that the approximate method is suitable to nonlinear functions with weak nonlinearity, and the stronger the nonlinearity of the function, the more the bias of the approximate estimations, especially for the approximate estimation of variance.
Zhang Songlin , and Zhang Kun . APPROXIMATE COMPUTATION OF EXPECTATION AND VARIANCEOF NONLINEAR FUNCTION OF CONTINUOUS RANDOM VARIABLE[J]. , 2008, 28(4): 107-110.
Zhang Songlin , and Zhang Kun . APPROXIMATE COMPUTATION OF EXPECTATION AND VARIANCEOF NONLINEAR FUNCTION OF CONTINUOUS RANDOM VARIABLE[J]. jgg, 2008, 28(4): 107-110.
