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Аналіз кумулянтних коефіцієнтів двокомпонентних сумішей зсунутих негаусових розподілів.

Authors :
Красильніков, О. І.
Source :
Èlektronnoe Modelirovanie; 2021, Vol. 43 Issue 5, p73-92, 20p
Publication Year :
2021

Abstract

The dependence of the cumulant coefficients of two-component mixtures of shifted nonGaussian distributions on the weight coefficient is analyzed and conditions are determined under which the cumulant coefficients of any orders are equal to zero. The dependence of the cumulant coefficients of two-component mixtures on the shear parameter is investigated and the parameter values are determined at which the cumulant coefficients of any orders have extrema and zeros. The dependence of the skewness and excess kurtosis of a two-component mixture of shifted Gumbel distributions of type 1 on the weight coefficient and the shear parameter is investigated and their values are obtained at which the skewness and excess kurtosis of the mixture are equal to zero. The features of computer modeling of random variables, the probability density of which is a two-component mixture of shifted distributions, are considered. [ABSTRACT FROM AUTHOR]

Details

Language :
Ukrainian
ISSN :
02043572
Volume :
43
Issue :
5
Database :
Complementary Index
Journal :
Èlektronnoe Modelirovanie
Publication Type :
Academic Journal
Accession number :
155111224
Full Text :
https://doi.org/10.15407/emodel.43.05.073