Definition of Probability Characteristics of the Absolute Maximum of Non-Gaussian Random Processes by Example of Hoyt Process
American Journal of Theoretical and Applied Statistics
Volume 2, Issue 3, May 2013, Pages: 54-60
Received: May 3, 2013;
Published: May 30, 2013
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O. V. Chernoyarov, Dept. of Radio engineering Devices of the National Research University “MPEI”, Moscow, Russia
A. V. Salnikova, Dept. of Radio engineering Devices of the National Research University “MPEI”, Moscow, Russia
Ya. A. Kupriyanova, Dept. of Radio engineering Devices of the National Research University “MPEI”, Moscow, Russia
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The technique of a finding of distribution functions of an absolute maximum of non-Gaussian random processes has been illustrated. On an example of Hoyt process the limiting distribution laws of its absolute maximum have been found. By methods of statistical modeling it has been established that the given asymptotic approximations ensure a satisfactory description of the true distributions over a wide range of parameter values of the random process
Differentiable and Nondifferentiable Random Process, Distribution Function of the Absolute Maximum, Outliers of the Random Process, Statistical Modeling
To cite this article
O. V. Chernoyarov,
A. V. Salnikova,
Ya. A. Kupriyanova,
Definition of Probability Characteristics of the Absolute Maximum of Non-Gaussian Random Processes by Example of Hoyt Process, American Journal of Theoretical and Applied Statistics.
Vol. 2, No. 3,
2013, pp. 54-60.
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