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Моделювання двокомпонентних сумішей зсунутих розподілів з нульовими кумулянтними коефіцієнтами.

Authors :
Красильніков, О. І.
Source :
Èlektronnoe Modelirovanie; 2024, Vol. 46 Issue 4, p19-38, 20p
Publication Year :
2024

Abstract

For two-component mixtures of shifted distributions a general formula for finding the value of the shift parameter ã<subscript>0</subscript>,<subscript>s</subscript>, at which the cumulant coefficients γ<subscript>s</subscript> ( 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 γ<subscript>6</subscript> ( 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]

Details

Language :
Ukrainian
ISSN :
02043572
Volume :
46
Issue :
4
Database :
Complementary Index
Journal :
Èlektronnoe Modelirovanie
Publication Type :
Academic Journal
Accession number :
180024255
Full Text :
https://doi.org/10.15407/emodel.46.04.019