1. Моделювання двокомпонентних сумішей зсунутих розподілів з нульовими кумулянтними коефіцієнтами.
- Author
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Красильніков, О. І.
- Abstract
For two-component mixtures of shifted distributions a general formula for finding the value of the shift parameter ã
0 ,s , at which the cumulant coefficients γs ( p ã) of any order s ≥ 3 are equal to zero, is obtained. An algorithm for mathematical and computer modeling of two component mixtures of shifted distributions with zero cumulant coefficients is formulated. General formulas for two-component mixtures of shifted gamma-distributions with zero cumulant coefficients of any order are obtained and examples of mixtures with zero skewness and kurtosis coefficients are given. General formulas of two-component mixtures of shifted Student’s distributions with zero cumulant coefficients of any order are obtained and examples of mixtures with zero kurtosis coefficient and coefficient γ6 ( p, ã) are given. The research results provide the practical possibility of using two-component mixtures of shifted distributions for mathematical and computer modeling of non-Gaussian random variables with zero cumulant coefficients of any order. [ABSTRACT FROM AUTHOR]- Published
- 2024
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