CLASS OF NON-GAUSSIAN SYMMETRIC DISTRIBUTIONS WITH ZERO COEFFICIENT OF KURTOSIS

A.I. Krasilnikov

Èlektron. model. 2017, 39(1):03-18
https://doi.org/10.15407/emodel.39.01.003

ABSTRACT

A new class of symmetric non-Gaussian distributions with zero coefficient of kurtosis γ4 has been determined on the basis of a family of two-component mixtures of distribution. Models of three types of this class are constructed, examples of distributions are given. The obtained results allow performing mathematical and computer modeling of non-Gaussian random variables with symmetric distributions and zero coefficients of kurtosis γ4.

KEYWORDS

symmetric distributions, cumulant coefficients, cumulant analysis, coefficient of kurtosis, mixtures of distributions.

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