Blar i forfatter Mastergradsoppgaver i teknologi - anvendt fysikk "Brenn, Torgeir"
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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 ...