KFU. Card publication. Application of Fractional Moments for Comparing Random Variables with Varying Probability Distributions

KAZAN
FEDERAL UNIVERSITY

- RUS
- 中文
- ES

APPLICATION OF FRACTIONAL MOMENTS FOR COMPARING RANDOM VARIABLES WITH VARYING PROBABILITY DISTRIBUTIONS

Form of presentation

Articles in international journals and collections

Year of publication

2013

��

��

Authors, employees of KFU

Nigmatullin Ravil Rashidovich, author

Osokin Sergey Igorevich, author

Other authors

Al Shami Munther , author

Mugdadi R , author

Bibliographic description in the original language

Application of Fractional Moments for Comparing Random Variables with Varying Probability Distributions / Al Shami, Munther R.; Mugdadi, A. R.; Nigmatullin, R. R, Osokin, S. I. // Applications and Applied Mathematics: An International Journal (AAM). — 2013. — Vol. 8. — Iss. 2. — Article 3.

Annotation

New methods are being presented for statistical treatment of different random variables with unknown probability distributions. These include analysis based on the probability circles, probability ellipses, generalized mean values, generalized Pearson correlation coefficient and the beta-function analysis. Unlike other conventional statistical procedures, the main distinctive feature of these new methods is that no assumptions are made about the nature of the probability distribution of the random series being evaluated. Furthermore, the suggested procedures do not introduce uncontrollable errors during their application. The effectiveness of these methods is demonstrated on simulated data with extended and reduced sample sizes having different probability distributions.

Keywords

normality assumptions, logarithmic transformation, fractional moments, generalized Pearson correlation coefficient, probability ellipses, probability distribution mapping

The name of the journal

Applications and Applied Mathematics: An International Journal (AAM)

On-line resource for training course

http://dspace.kpfu.ru/xmlui/bitstream/handle/net/184981/Fractional_Moments_for_Comparing_Random_Variables_removed.pdf?sequence=1&isAllowed=y

URL

https://digitalcommons.pvamu.edu/aam/vol8/iss2/3

Please use this ID to quote from or refer to the card

https://repository.kpfu.ru/eng/?p_id=307165&p_lang=2

Resource files

File name	Size (MB)	Format
Fractional_Moments_for_Comparing_Random_Variables_removed.pdf	0,39	pdf	show / download

Full metadata record

Field DC	Value	Language
dc.contributor.author	Nigmatullin Ravil Rashidovich	ru_RU
dc.contributor.author	Osokin Sergey Igorevich	ru_RU
dc.contributor.author	Al Shami Munther	ru_RU
dc.contributor.author	Mugdadi R	ru_RU
dc.date.accessioned	2013-01-01T00:00:00Z	ru_RU
dc.date.available	2013-01-01T00:00:00Z	ru_RU
dc.date.issued	2013	ru_RU
dc.identifier.citation	Application of Fractional Moments for Comparing Random Variables with Varying Probability Distributions / Al Shami, Munther R.; Mugdadi, A. R.; Nigmatullin, R. R, Osokin, S. I. // Applications and Applied Mathematics: An International Journal (AAM). — 2013. — Vol. 8. — Iss. 2. — Article 3.	ru_RU
dc.identifier.uri	https://repository.kpfu.ru/eng/?p_id=307165&p_lang=2	ru_RU
dc.description.abstract	Applications and Applied Mathematics: An International Journal (AAM)	ru_RU
dc.description.abstract	New methods are being presented for statistical treatment of different random variables with unknown probability distributions. These include analysis based on the probability circles, probability ellipses, generalized mean values, generalized Pearson correlation coefficient and the beta-function analysis. Unlike other conventional statistical procedures, the main distinctive feature of these new methods is that no assumptions are made about the nature of the probability distribution of the random series being evaluated. Furthermore, the suggested procedures do not introduce uncontrollable errors during their application. The effectiveness of these methods is demonstrated on simulated data with extended and reduced sample sizes having different probability distributions.	ru_RU
dc.language.iso	ru	ru_RU
dc.subject	normality assumptions	ru_RU
dc.subject	logarithmic transformation	ru_RU
dc.subject	fractional moments	ru_RU
dc.subject	generalized Pearson correlation coefficient	ru_RU
dc.subject	probability ellipses	ru_RU
dc.subject	probability distribution mapping	ru_RU
dc.title	Application of Fractional Moments for Comparing Random Variables with Varying Probability Distributions	ru_RU
dc.type	Articles in international journals and collections	ru_RU