Blar i forfatter "Brenn, Torgeir"

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    • A Framework for Mellin Kind Series Expansion Methods 

      Brenn, Torgeir; Anfinsen, Stian Normann (Journal article; Tidsskriftartikkel, 2017-07-31)
      Mellin kind statistics (MKS) is the framework which arises if the Fourier transform is replaced with the Mellin transform when computing the characteristic function from the probability density function. We may then proceed to retrieve logarithmic moments and cumulants, that have important applications in the analysis of heavy-tailed distribution models for nonnegative random variables. In this paper ...

    • Modeling probability density functions of non-negative random variables using novel series expansions based on mellin kind statistics 

      Brenn, Torgeir (Master thesis; Mastergradsoppgave, 2017-05-31)
      Mellin kind (MK) statistics is the framework which arises if the Fourier transform is replaced with the Mellin transform when computing the characteristic function from the probability density function. We may then proceed to retrieve logarithmic moments and cumulants, which have important applications in the analysis of heavy-tailed distribution models for non-negative random variables. In this ...

    • A revisit of the Gram-Charlier and Edgeworth series expansions 

      Brenn, Torgeir; Anfinsen, Stian Normann (Journal article; Tidsskriftartikkel, 2017-07-31)
      In this paper we make several observations on the Gram- Charlier and Edgeworth series, which are methods for modeling and approximating probability density functions.We present a simplified derivation which highlights both the similarity and the differences of the series expansions, that are often obscured by alternative derivations. We also introduce a reformulation of the Edgeworth series ...