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Аналіз коефіцієнта ексцесу двокомпонентних сумішей зсунутих негаусових розподілів.

Authors :
Красильніков, О. І.
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