THE APPLICATION OF MIXTURES OF SHIFTED DISTRIBUTIONS WITH UNIFORM DISTRIBUTION OF THE SHIFT VALUE FOR MODELING PERFORATED RANDOM VARIABLES

A.I. Krasilnikov Cand. Sc. (Phys.-Math.)
Institute of Technical Thermal Physics, 2a Zhelyabov St, Kyiv, 03057, Ukraine,
e-mail: tangorov@ukr. net)

Èlektron. model. 2018, 40(4):03-18
https://doi.org/10.15407/emodel.40.04.003

ABSTRACT

The properties of mixtures of shifted distributions with a uniform distribution of the shift value have been analyzed. It is shown that the probability density of the mixture is continuous and unimodal. The properties of cumulant coefficients of mixtures of shifted distributions have been investigated. The models of perforated random variables based on a mixture of shifted Gaussian and logistic distributions have been constructed.

KEYWORDS

cumulant coefficients, moment-cumulant models, cumulant analysis, perforated distributions, mixtures of distributions.

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