Издательство: "European Proceedings of Social and Behavioural Sciences EpSBS"

Название:Moment Ratio and Entropy Coefficient Display for Beta Distribution od second kind
Автор ПГУ:Полосин Виталий Германович  
Тематика:техника
Вид ресурса:мультимедийный ресурс
Тип ресурса:Журнал
Целевое назначение:Научное, Информационное, Производственно-практическое
Целевая аудитория:Исследователь, Промышленность, Преподаватель, Менеджер, Учащийся
Аннотация:The paper contains material on the choice of the form of distribution of income of the population and the assessment of the parameters of the stochastic volatility model, which are based on beta distributions. Since the mathematical description of complex systems is often built on the basis of distribution models that are given on the positive semi axis, then for these purposes, beta distribution of the second kind and its moments is often used. As the output arrays of complex processes are scaled in units of controlled physical quantities, it makes difficult to applied the classical moments method to analysis of the shape parameter of beta distributions. For this reason, the method of standardized moments is used to preliminary determine the type of distributions. However, this method makes not possible to estimate the shapes parameters of beta distributions. The objective of this paper is to study the possibility of using entropy coefficients to construct a display space for estimates of the shape parameters of the beta distribution of the second kind. Also, this paper addresses the problem of constructions of the diagram for the modelling shapes of the beta distribution of the second kind.
Дата издания:2022
Дата загрузки:15.11.2022