偏移非高斯分布双成分混合物的峰度过大分析

A.I. Krasilnikov
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引用次数: 0

摘要

研究了过度峰度的极值和零值与权重系数的关系。获得了求极值点的公式以及过量峰度的最小值和最大值。确定了极值点属于区间的移动参数条件。获得了寻找过度峰度零点的公式,并确定了方程根为实数且属于区间的移位参数条件。考虑了计算移位非高斯分布的双成分混合物的极值和过量峰度的零点的例子。研究结果证明,在对具有负、正和零过度峰度的无限量非高斯随机变量进行数学建模和计算机建模时,可以实际应用移位分布的双成分混合物。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Analysis of the Excess Kurtosis of Two-Component Mixtures of Shifted Non-Gaussian Distributions
The dependence of the extremes and zeros of the excess kurtosis on the weight coefficient 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 under which the extrema points belong to the interval 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 are real and belong to the interval 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.
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