Geodesic
Numerical operations on random variables and their application
Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 4 (2011) no. 2, pp. 229-239

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It is considers the application of numerical operations on random variables. The description and properties of the basic operations on probability density function are considered. Algorithms and examples of solutions of systems linear algebraic and nonlinear system equations are submitted. It is considered the examples of using of developed methods in practice of economic decision-making. It is shown, that the given approach allows essentially improve quality of decision-making and reduce volume of calculations.
Keywords: numerical operations on random variables, histogram arithmetics, functions of random variables, stochastic system linear algebraic equations, stochastic nonlinear equations, the theory of decision-making, interval mathematics. 
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     title = {Numerical operations on random variables and their application},
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Boris S. Dobronets; Olga A. Popova. Numerical operations on random variables and their application. Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 4 (2011) no. 2, pp. 229-239. http://geodesic.mathdoc.fr/item/JSFU_2011_4_2_a10/