Geodesic
Software implementation of numerical operations on random variables
Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 6 (2013) no. 2, pp. 168-173

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We consider a software implementation of numerical operations on different types of random variables and introduce algorithms for arithmetic operations on random variables represented by their probability densities. We also estimate the accuracy of these algorithms and compare the accuracy of histogram arithmetic and the Monte Carlo methods.
Keywords: numerical operations on random variables, histogram arithmetic, second order histogram, Monte Carlo method, interval mathematics. 
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     author = {Boris S. Dobronets and Artem M. Krantsevich and Nikolay M. Krantsevich},
     title = {Software implementation of numerical operations on random variables},
     journal = {\v{Z}urnal Sibirskogo federalʹnogo universiteta. Matematika i fizika},
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     number = {2},
     year = {2013},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/JSFU_2013_6_2_a3/}
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Boris S. Dobronets; Artem M. Krantsevich; Nikolay M. Krantsevich. Software implementation of numerical operations on random variables. Žurnal Sibirskogo federalʹnogo universiteta. Matematika i fizika, Tome 6 (2013) no. 2, pp. 168-173. http://geodesic.mathdoc.fr/item/JSFU_2013_6_2_a3/