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Моделювання двокомпонентних сумішей зсунутих розподілів з нульовими кумулянтними коефіцієнтами.
- 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