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Comparison of the Efficiency of Methods of Digitizing the Range of Values of Dependent Random Variables During Synthesis of a Nonparametric Assessment of Two-Dimensional Probability Density


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Abstract

Optimal and heuristic methods of digitizing the range of values of a two-dimensional random variable are compared. Conditions of the scope of these methods are defined in re-establishing the normal law of distribution of two dependent random variables. Results of computational tests are examined.

About the authors

A. V. Lapko

Institute of Computational Modeling, Siberian Branch of the Russian Academy of Sciences (ICM SB RAS); Reshetnev Siberian State Aerospace University

Author for correspondence.
Email: lapko@icm.krasn.ru
Russian Federation, Krasnoyarsk; Krasnoyarsk

V. A. Lapko

Institute of Computational Modeling, Siberian Branch of the Russian Academy of Sciences (ICM SB RAS); Reshetnev Siberian State Aerospace University

Email: lapko@icm.krasn.ru
Russian Federation, Krasnoyarsk; Krasnoyarsk

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