A.I. Krasilnikov

Èlektron. model. 2024, 46(2):15-34


The dependence of the extremes and zeros of the excess kurtosis  on the weight coefficient  is researched. Formulas for finding the extrema points, the values of the minimums and maximums of the excess kurtosis are obtained. Conditions on the shift parameter  under which the extrema points belong to the interval  are determined. Formulas for finding the zeros of the excess kurtosis are obtained and conditions on shift parameter under which the roots of the equation  are real and belong to the interval  are determined. Examples of calculating extremes and zeros of the excess kurtosis of two-component mixtures of shifted non-Gaussian distributions are considered. The results of the research justify the possibility of practical application of two-component mixtures of shifted distributions for mathematical and computer modeling of an infinite number of non-Gaussian random variables with negative, positive and zero excess kurtosis.


non-Gaussian distributions, two-component mixtures of distributions, cumulant analysis, cumulant coefficients, skewness, excess kurtosis.


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