1. Аналіз коефіцієнта ексцесу двокомпонентних сумішей зсунутих негаусових розподілів.
- Author
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Красильніков, О. І.
- Abstract
The dependence of the extremes and zeros of the excess kurtosis γ
4 (p, ã ) on the weight coefficient P is researched. Formulas for finding the extrema points, the values of the minimums and maximums of the excess kurtosis are obtained. Conditions on the shift parameter ã under which the extrema points belong to the interval [0;1] are determined. Formulas for finding the zeros of the excess kurtosis are obtained and conditions on shift parameter under which the roots of the equation γ4 (p, ã ) are real and belong to the interval [0;1] are determined. Examples of calculating extremes and zeros of the excess kurtosis of two-component mixtures of shifted non-Gaussian distributions are considered. The results of the research justify the possibility of practical application of two-component mixtures of shifted distributions for mathematical and computer modeling of an infinite number of non-Gaussian random variables with negative, positive and zero excess kurtosis. [ABSTRACT FROM AUTHOR]- Published
- 2024
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