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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2004 Volume 49, Issue 3, Pages 485–502 (Mi tvp204)

This article is cited in 1 paper

Application of catastrophe theory for multimodal distributions statistical analysis

S. Glukhovaa, E. A. Palkinb

a Tne Main Military Clinical Burdenko Hospital
b Moscow Institute of Physics and Technology

Abstract: This work considers the application of catastrophe theory methods (classification of smooth mappings) to the construction of analytical models of objects and processes based on statistical data. Multimodal one-dimensional statistical distributions are compared to catastrophe models of corank 1, i.e., the $A_N$ series catastrophes. We also propose methods for the calculation of a type $A_N$ catastrophe's parameters (the moment method and the maximum likelihood method), and their modifications applicable to the cases of multimodal and degenerate quasi-unimodal distributions. We provide the results of numeric experiments on constructing statistical catastrophe models for random processes.

Keywords: multimodal distributions, catastrophe theory, parametric families of functions, moment method, maximum likelihood methodž.

Received: 18.01.2001

DOI: 10.4213/tvp204


 English version:
Theory of Probability and its Applications, 2005, 49:3, 414–428

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