On the variance of a centered random value roundoff error

An analytic model for quantized discrete transform error

“…Then, the recalculated values can be used in (5), (6) and (7) for the estimation of the roundoff errors means and covariances, which are required for use in (3) and (4). A value of the parameter r in (5), (6), and (7) can be chosen by the "three sigma rule".…”

General moments of roundoff error

“…Gadzhiev [4] derived expressions for these when X is a centered uniform or a centered Gaussian random variable. Li and Nadarajah [7] extended Gadzhiev [4] for any continuous random variable X defined on either the real line or a finite interval. But often higher order moments are of interest, not just the mean and variance.…”