V. Yu. Korolev, V. A. Krylov, V. Yu. Kuz'min, “Stability of finite mixtures of generalized gamma-distributions with respect to disturbance of parameters”, Inform. Primen., 2011, Volume 5, Issue 1,Pages <nobr>31

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Stability of finite mixtures of generalized gamma-distributions with respect to disturbance of parameters

V. Yu. Korolev^ab, V. A. Krylov^b, V. Yu. Kuz'min^b

^a Institute for Problems of Informatics RAS
^b M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: Using the example of the “contamination” model, in terms of uniform distance and Levy metric, estimates of the stability of finite mixtures of generalized gamma-distributions against small disturbance of parameters were obtained.

Keywords: generalized gamma-distribution; finite mixture; Levy metric.