FAMILY OF SUBBOTIN DISTRIBUTIONS AND ITS CLASSIFICATION

A.I. Krasilnikov

Èlektron. model. 2019, 41(3):15-32

ABSTRACT

The properties of the probability density, its parameters, the central moments, and the cumulantThe properties of the probability density, its parameters, the central moments, and the cumulantcoefficients of the Subbotin distribution family were investigated. Based on the properties of thederivative of the probability density and cumulant coefficients, a classification of the Subbotinfamily of distributions was proposed, and criteria for choosing the probability density for approximatingthe distributions of non-Gaussian random variables were established.

KEYWORDS

family of Subbotin distributions, generalized Gaussian distribution, generalizedfamily of Subbotin distributions, generalized Gaussian distribution, generalizednormal distribution, error distribution.

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