Back to Search
Start Over
Аналіз коефіцієнта ексцесу двокомпонентних сумішей зсунутих негаусових розподілів.
- Source :
- Èlektronnoe Modelirovanie; 2024, Vol. 46 Issue 2, p15-34, 20p
- Publication Year :
- 2024
-
Abstract
- The dependence of the extremes and zeros of the excess kurtosis γ<subscript>4</subscript>(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 γ<subscript>4</subscript>(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]
Details
- Language :
- Ukrainian
- ISSN :
- 02043572
- Volume :
- 46
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Èlektronnoe Modelirovanie
- Publication Type :
- Academic Journal
- Accession number :
- 177171110
- Full Text :
- https://doi.org/10.15407/emodel.46.01.015