A.I. Krasilnikov
Èlektron. model. 2018, 40(6):83-100
https://doi.org/10.15407/emodel.40.06.083
ABSTRACT
It is shown that the usage of two-component mixtures of shifted distributions allows to simulate aIt is shown that the usage of two-component mixtures of shifted distributions allows to simulate awide class of random variables for which the cumulants s of any order s are equal to zero. Theproperties of cumulants of mixtures of shifted distributions are analyzed. The models of perforatedrandom variables on the basis of a mixture of shifted Gaussian distributions and a mixture ofthe distributions of Champernaun are constructed.
KEYWORDS
cumulant coefficients, moment-cumulant models, cumulant analysis, perforatedcumulant coefficients, moment-cumulant models, cumulant analysis, perforateddistributions, mixtures of distributions.
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