BEREGUN V.S., GARMASH O.V., KRASILNIKOV A.I.
ABSTRACT
General expressions have been obtained for determining mathematical expectation and dispersion of estimates for cumulant coefficients of the fifth and sixth orders which permit calculating mean-root-square errors of estimates of these coefficients. Estimation errors of cumulant coefficients γs, s = 3,6, some type symmetric distributions at the fixed volume of a sample have been analyzed. Minimum volume of the sample is determined, when a preset relative error of estimates of cumulant coefficients of these distributions is provided.
KEYWORDS
estimate, cumulant coefficients, mean-root-square error, relative error.
REFERENCES
1. Levin, B.R. and Shvarts, V. (1985), Veroyatnostnye modeli i metody v sistemakh svyazi i upravleniya [Probabilistic models and methods in communication systems and management], Radio i svyaz, Moscow, Russia.
2. Novitskiy, P.V. and Zograf, I.A. (1991), Otsenka pogreshnostey rezultatov izmereniy [Evaluation of errors of measurement results], Energoatomizdat, Leningrad, Russia.
3. Shelukhin, O.I. and Belyakov, I.V. (1992), Negaussovskie protsessy [Non-Gaussian processes], Politekhnika, St. Petersburg, Russia.
4. Kendall, M. and Styuart, A. (1966), Teoriya raspredeleniy. Per. s angl. Sazonova, V.V. and Shiryaeva, A.N. ; pod red. Kolmogorova, A.N. [Theory of distributions. Transl. from English Sazonov, V.V. and Shiryaev, A.N. ; Ed. Kolmogorov, A.N.], Nauka, Moscow, Russia.
5. Kramer, G. (1975), Matematicheskie metody statistiki. Per. s angl. Monina, A.S. and Petrova, A.A.; pod red. Kolmogorova, A.N. [Mathematical Methods of Statistics. Transl. from English. Monin, A.S. and Petrov, A.A.; Ed. Kolmogorov, A.N.], Mir, Moscow, Russia.
6. Mitropolskiy, A.K. (1971), Tekhnika statisticheskikh vychisleniy [Technique of statistical calculations], Nauka, Moscow, Russia.
7. Khan, G. and Shapiro, S. (1969), Statisticheskie modeli v inzhenernykh zadachakh. Per. s angl. Kovalenko, Ye.G.; pod red. Nalimova, V.V. [Statistical models in engineering design. Transl. from English Kovalenko, E.G.; Ed. Nalimov, V.V.], Mir, Moscow, Russia.
8. Marchenko, B.G. and Myslovich, M.V. (1992), Vibrodiagnostika podshipnikovykh uzlov elektricheskikh mashin [Vibration diagnostics of bearing units of electric cars], Naukova dumka, Kiev, Ukraine.
9. Beregun, V.S. and Krasylnikov, O.I.(2010), “Research of areas of inseparable orthogonal representations of probability density”, Élektronika i svyaz, Vol. 56, no. 3, pp. 73-78.
10. Krasilnikov, A.I. and Pilipenko, K.P. (2008), “The use of two-component Gaussian mixture for identifying one vertex symmetric probability density”, Ibid., Vol. 46, no. 5, pp. 20-29.
11. Garmash, O.V. and Krasilnikov. A.I. (2011), “Application of Pearson functions for Poisson approximation for the spectral density of Kolmogorov linear stochastic processes”, Elektroníka ta sistemi upravlínnya, Vol. 29, no. 3, pp. 50-59.
12. Beregun, V.S., Gorovetska, T.A. and Krasylnikov, O.I. (2011), “Statistical analysis of the noise of the knee”, Akustychnyy vísnyk, Vol. 14, no. 2, pp. 3-15.
13. Ayvazyan, S.A., Enyukov, I.S. and Meshalkin, L.D. (1983), Prikladnaya statistika: Osnovy modelirovaniya i pervichnaya obrabotka dannykh [Applied Statistics: Basics of modeling and primary data processing], Finansy i statistika, Moscow, Russia.
14. Kunchenko, Yu.P. (2001), Polinomialnye otsenki parametrov blizkikh k gaussovskim sluchaynykh velichin. Ch. I. Stokhasticheskie polinomy, ikh svoystva i primenenie dlya nakhozhdeniya otsenok parametrov [Polynomial parameter estimates close to the Gaussian random variables. Part I. Stochastic polynomials, their properties and applications to find the parameter estimates], ChITI,Cherkassy, Ukraine.
15. Bendat, Dzh. And Pirsol, A. (1989), Prikladnoy analiz sluchaynykh dannykh. Per s angl. Privalskogo, V.E. and Kochubinskogo, A.I.; pod red. Kovalenko, I.N. [Applied analysis of random data. Transl. from English. Privalskogo, V.E. and Kochubinskogo, A.I.; Ed. Kovalenko, I.N.], Mir, Moscow, Russia.
16. Tikhonov, V.I. (1982), Statisticheskaya radiotekhnika [Statistical radio engineering], Radio i svyaz, Moscow, Russia.
17. Vadzinskiy, R.N. (2001), Spravochnik po veroyatnostnym raspredeleniyam [Handbook of probability distributions], Nauka, St. Petersburg, Russia.
Full text: PDF (in Russian)