Results 41 to 50 of about 279,857 (193)
The Annals of Mathematical Statistics, 1948 It is well known that, if the fourth moment about the mean of a frequency distribution equals the square of the variance, then the frequencies are piled up at exactly two points, namely, the two points that are one standard deviation away from the mean.
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Journal of the Royal Statistical Society Series B: Statistical Methodology, 1964 Summary This note “rediscovers” the original interpretation of kurtosis as an indicator of “a prominent peak and a prominent tail” on the density curve. A formal proof that such curves have indeed relatively high fourth moments is given. A comment is made concerning the recent decline of this correct classical interpretation.
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Fractal and Fractional, 2023 White noise is fundamentally linked to many processes; it has a flat power spectral density and a delta-correlated autocorrelation. Operators acting on white noise can result in coloured noise, whether they operate in the time domain, like fractional ...
Evangelos Bakalis +2 more
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Correlations and fluctuations of pions at the LHC
, 2016 The intriguing possibility of Bose-Einstein condensation of pions at the LHC is examined with the use of higher order moments of the multiplicity distribution. The scaled variance, skewness and kurtosis are calculated for the pion system.
Begun, Viktor V.
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Journal of Marine Science and Engineering, 2021 As high vessel traffic in fairways is likely to cause frequent marine accidents, understanding vessel traffic flow characteristics is necessary to prevent marine accidents in fairways.
Jong Kwan Kim
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A New Goodness of Fit Test for Multivariate Normality and Comparative Simulation Study
Mathematics, 2021 The testing of multivariate normality remains a significant scientific problem. Although it is being extensively researched, it is still unclear how to choose the best test based on the sample size, variance, covariance matrix and others.
Jurgita Arnastauskaitė +2 more
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Market panic on different time-scales [PDF]
, 2010 Cross-sectional signatures of market panic were recently discussed on daily time scales in [1], extended here to a study of cross-sectional properties of stocks on intra-day time scales.
Borland, Lisa, Hassid, Yoan
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Evaluation and Verification of Bottom Acoustic Reverberation Statistics Predicted by the Point Scattering Model [PDF]
, 1992 The point scatteringmodel offers a parameterization of the reverberation probability density function (pdf) in terms of the coefficient of excess (kurtosis) and a coherent component represented by a harmonic process with random phase.
Alexandrou, Dimitri +2 more
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Investigation on the Surface Quality Obtained during Trochoidal Milling of 6082 Aluminum Alloy
Machines, 2021 Surface quality has always been an important goal in the manufacturing industry, as it is not only related to the achievement of appropriate geometrical tolerances but also plays an important role in the tribological behavior of the surface as well as ...
Nikolaos E. Karkalos +4 more
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Applied Sciences, 2022 With the massive access of distributed renewable energy sources, many uncertain renewable energy power components have been added to the low-voltage lines in substations in addition to the loads of definite classification. From the perspective of economy
Li Chen +4 more
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