Approximation and simulation of probability distributions with a variable kurtosis value

DOI10.1016/0167-9473(95)00010-0zbMath0900.62095OpenAlexW2010474441WikidataQ127229649 ScholiaQ127229649MaRDI QIDQ1351861

Alexander Steinwolf

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(95)00010-0

zbMATH Keywords

Probability density functionKurtosisAmplitudesCentral momentsEmpirical dataGaussian (normal) lawPhase anglePseudo-random polyharmonic process

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Random number generation in numerical analysis (65C10) Statistical distribution theory (62E99)

Cites Work

• Non-Gaussian closure technique for stationary random vibration
• Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process
• THE RELATIONSHIPS BETWEEN SKEWNESS AND KURTOSIS
• Simulation of random processes with various probability density functions
• Unnamed Item

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