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  4. 2020
  5. VOL 42, NO 3 (2020)
  6. pp. 71-88

ANALYSIS OF CUMULANT COEFFICIENTS OF TWO-COMPONENT MIXTURES OF SHIFTED GAUSSIAN DISTRIBUTIONS WITH EQUAL VARIANCES

A.I. Krasilnikov

Èlektron. model. 2020, 42(3):71-87
https://doi.org/10.15407/emodel.42.03.071

ABSTRACT

The dependence of cumulant coefficients of mixtures, the probability density of which can be either single-vertex or two-vertex, on the shear parameter and weight coefficients is analyzed. The ranges of possible values of cumulant coefficients are determined and the values of weighting coefficients at which cumulant coefficients are equal to zero are obtained. It is shown that the excess coefficient is zero for two values of the weight coefficients and any values of the shift parameter.

KEYWORDS

two-component mixtures of distributions, two-component Gaussian mixture, cumulant analysis, cumulant coefficients, kurtosis coefficient.

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