Fast algorithms for continuous estimation of mean value of a random variable
Jayanti C. Majithia · Electronics Letters · 1971
Three algorithms for the continuous computation of the mean value (first moment) of a random variable are investigated. These algorithms are suitable for implementation in a minicomputer or in a hard-wired special-purpose processor. It is shown that, if an extra storage register is available in the system, the confidence limit in the measured mean value can be improved considerably with little increase in the total computation time.