Modeling of Two-component Mixtures of Shifted Distributions with Zero Cumulant Coefficients

For two-component mixtures of shifted distributions a general formula for finding the value of the shift parameter , at which the cumulant coefficients of any order 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 cumu-lant 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 Stu-dent’s distributions with zero cumulant coefficients of any order are obtained and examples of mixtures with zero kurtosis coefficient and coefficient 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.

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Publication Details

Journal
Èlektronnoe modelirovanie
Published
2024-08-10
DOI
https://doi.org/10.15407/emodel.46.04.019
Primary Topic
Bayesian Methods and Mixture Models
Type
article
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article

Modeling of Two-component Mixtures of Shifted Distributions with Zero Cumulant Coefficients

A.I. Krasilnikov
Èlektronnoe modelirovanie
Bayesian Methods and Mixture Models
article

Modeling of Two-component Mixtures of Shifted Distributions with Zero Cumulant Coefficients

A.I. Krasilnikov
article en

Abstract

For two-component mixtures of shifted distributions a general formula for finding the value of the shift parameter , at which the cumulant coefficients of any order 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 cumu-lant 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 Stu-dent’s distributions with zero cumulant coefficients of any order are obtained and examples of mixtures with zero kurtosis coefficient and coefficient 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.

Èlektronnoe modelirovanieVol. 46(4)
Openalex Percentile: Top 87%
Bayesian Methods and Mixture Models
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