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Journal of Mathematical Sciences

, Volume 237, Issue 6, pp 819–825 | Cite as

Estimation of the Second Moment Based on Rounded Data

  • S. V. Samsonov
  • N. G. Ushakov
  • V. G. UshakovEmail author
Article
  • 2 Downloads

Sample moments are unbiased estimators of theoretical moments (if the latter exist). In practice, however, observations are rounded under registration, which leads to systematic errors. In [1–3] it was shown that random measurement errors can provide the reduction of rounding errors, when the expectation is estimated by the first sample moment. This gives a possibility to manage the rounding error of the result, if one can add some noise to observations before registration. Moreover, this error can be made arbitrarily small. Now we find conditions under which this takes place for the second moment.

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2019

Authors and Affiliations

  • S. V. Samsonov
    • 1
  • N. G. Ushakov
    • 2
  • V. G. Ushakov
    • 3
    Email author
  1. 1.Center for Computational and Data-Intensive Science and EngineeringSkolkovo Institute of Science and TechnologyMoscowRussia
  2. 2.Department of Mathematical SciencesNorwegian University of Science and TechnologyTrondheimNorway
  3. 3.Moscow State UniversityMoscowRussia

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