[PDF][PDF] Definition of probability characteristics of the absolute maximum of non-Gaussian random processes by example of Hoyt process

OV Chernoyarov, AV Salnikova… - American Journal of …, 2013 - researchgate.net
OV Chernoyarov, AV Salnikova, YA Kupriyanova
American Journal of Theoretical and Applied Statistics, 2013researchgate.net
The technique of a finding of distribution functions of an absolute maximum of non-Gaussian
random processes has been illustrated. On an example of Hoyt process the limiting
distribution laws of its absolute maximum have been found. By methods of statistical
modeling it has been established that the given asymptotic approximations ensure a
satisfactory description of the true distributions over a wide range of parameter values of the
random process.
Abstract
The technique of a finding of distribution functions of an absolute maximum of non-Gaussian random processes has been illustrated. On an example of Hoyt process the limiting distribution laws of its absolute maximum have been found. By methods of statistical modeling it has been established that the given asymptotic approximations ensure a satisfactory description of the true distributions over a wide range of parameter values of the random process.
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