Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/49331
Authors: 
Vardeman, Stephen B.
Year of Publication: 
2003
Series/Report no.: 
Technical Report // Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2003,42
Abstract: 
In this note we examine the relevance of Sheppard’s correction for variances and (both the original and a valid weak form of) the so-called “quantization noise model” to understanding the effects of integer-rounding on continuous random variables. We further consider whether there is any real relationship between the two. We observe that the strong form of the model is not really relevant to describing rounding effects, demonstrate using simple cases the substantial limitations of the Sheppard correction, and use simple versions of a weak form of the model to establish that there is no real connection between the correction and the model.
Document Type: 
Working Paper

Files in This Item:
File
Size
122.12 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.