Article
Licensed
Unlicensed
Requires Authentication
On stationary multiplier methods for the rounding of probabilities and the limiting law of the Sainte-Laguë divergence
-
Lothar Heinrich
Published/Copyright:
September 25, 2009
Summary
Stationary multiplier methods are procedures for rounding real probabilities into rational proportions, while the Sainte-Laguë divergence is a reasonable measure for the cumulative error resulting from this rounding step. Assuming the given probabilities to be uniformly distributed, we show that the Sainte-Laguë divergences converge to the Lévy-stable distribution that obtains for the multiplier method with standard rounding. The norming constants to achieve convergence depend in a subtle way on the stationary method used.
Keywords: apportionment methods; Lévy-stable distributions; proportional representation; rounding error analysis; seat bias; stationary divisor method; success-value bias; uniform distribution
:
Published Online: 2009-09-25
Published in Print: 2005-02-01
© R. Oldenbourg Verlag, München
You are currently not able to access this content.
You are currently not able to access this content.
Articles in the same Issue
- Absolutely continuous optimal martingale measures
- Optimal choice of kn-records in the extreme value index estimation
- On stationary multiplier methods for the rounding of probabilities and the limiting law of the Sainte-Laguë divergence
- Recursive random variables with subgaussian distributions
- Change in non-parametric regression with long memory errors
Articles in the same Issue
- Absolutely continuous optimal martingale measures
- Optimal choice of kn-records in the extreme value index estimation
- On stationary multiplier methods for the rounding of probabilities and the limiting law of the Sainte-Laguë divergence
- Recursive random variables with subgaussian distributions
- Change in non-parametric regression with long memory errors
