Arithmetic Operations on Independent Random Variables: A Numerical Approach

@article{Jaroszewicz2012ArithmeticOO,
title={Arithmetic Operations on Independent Random Variables: A Numerical Approach},
author={Szymon Jaroszewicz and Marcin Korzeń},
journal={SIAM J. Scientific Computing},
year={2012},
volume={34}
}

Dealing with imprecise quantities is an important problem in scientific computation. Model parameters are known only approximately, typically in the form of probability density functions. Unfortunately there are currently no methods of taking uncertain parameters into account which would at the same time be easy to apply and highly accurate. An important special case is operations on independent random variables which occur frequently in obtaining confidence intervals for physical measurements… CONTINUE READING