Abstract
The dependence of the cumulant coefficients of two-component mixtures of shifted non- Gaussian distributions on the weight coefficient is analyzed and conditions are determined under which the cumulant coefficients of any orders are equal to zero. The dependence of the cumulant coefficients of two-component mixtures on the shear parameter is investigated and the parameter values are determined at which the cumulant coefficients of any orders have extrema and zeros. The dependence of the skewness and excess kurtosis of a two-component mixture of shifted Gumbel distributions of type 1 on the weight coefficient and the shear parameter is investigated and their values are obtained at which the skewness and excess kurtosis of the mixture are equal to zero. The features of computer modeling of random variables, the probability density of which is a two-component mixture of shifted distributions, are considered.
Publisher
National Academy of Sciences of Ukraine (Co. LTD Ukrinformnauka) (Publications)
Reference22 articles.
1. McLachlan, G. and Peel, D. (2000), Finite mixture models, John Wiley&Sons, New York, USA.
2. Chauveau, D., Garel, B. and Mercier, S. (2019), "Testing for univariate two-component Gaussian mixture in practice", Journal de la société française de statistique, Vol. 160, no. 1, 86-113.
3. Kalantan, Z.I. and Alrewely, F. (2019), "A 2-Component Laplace Mixture Model: Properties and Parametric Estimations", Mathematics and Statistics, Vol. 7, no. 4A, pp. 9-16. DOI: 10.13189/ms.2019.
4. Bayesian Estimation of the Parameters of Two-Component Mixture of Rayleigh Distribution under Doubly Censoring;Sindhu;Journal of Modern Applied Statistical Methods,2014
5. Evin, G., Merleau, J. and Perreault, L. (2011), "Two-component mixtures of normal, gamma, and Gumbel distributions for hydrological applications", Water Resources Research, Vol. 47, no. 8, p. 1-21. DOI:10.1029/2010WR010266.
Cited by
3 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献