A. A. Vlasyuk, Yu. N. Orlov, “Identification accuracy of sample distribution functions for time series depending on distribution type, norm and sample length”, Keldysh Institute preprints, 2015,017, 25 pp.

This article is cited in 4 papers

Identification accuracy of sample distribution functions for time series depending on distribution type, norm and sample length

A. A. Vlasyuk, Yu. N. Orlov

Abstract: Statistical methods of sample distribution identification have been investigated for several types of general distributions — unimodal, bimodal and distributions with high dispersion. For various types of general distributions the optimal identification depends on norm and sample length. The optimal level of separation is determined as a result of statistical experiments.

Keywords: time series, sample identification, distribution function, norm, sample length.