Evaluation of Kurtosis into the product of two normally distributed variables / Amílcar Oliveira, Teresa Oliveira e António Seijas-Macías
Co-autor Oliveira, Amílcar Manuel do Rosário, 1965- Oliveira, Teresa Azinheira, 1965- Seijas Macías, António Publicação [S.l.] : ICNAAM, 2015 Descrição [3] f. Resumo Kurtosis (κ) is any measure of the “peakedness” of a distribution of a real-valued random variable. We study the evolution of the Kurtosis for the product of two normally distributed variables. Product of two normal variables is a very common problem for some areas of study, like, physics, economics, psychology, … Normal variables have a constant value for kurtosis (κ = 3), independently of the value of the two parameters: mean and variance. In fact, the excess kurtosis is defined as κ− 3 and the Normal Distribution Kurtosis is zero. The product of two normally distributed variables is a function of the parameters of the two variables and the correlation between then, and the range for kurtosis is in [0, 6] for independent variables and in [0, 12] when correlation between then is allowed. Nome comum MatemáticaEstatística
Distribuição do produto
| Tipo de documento | Localização | Cota | Estado | Data de devolução | Código de barras |
|---|---|---|---|---|---|
| Monografia | UAb-Lisboa | L.S. 52904 M | Disponível | LS52904 |
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