Approximation and simulation of probability distributions with a variable kurtosis value

DOI10.1016/0167-9473(95)00010-0MaRDI QIDQ1351861zbMATH OpenOpenAlexWikidataFDO

Authors 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

KurtosisProbability density functionAmplitudesCentral 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)

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Cites work

• scientific article; zbMATH DE number 3354369 (Why is no real title available?)
• Approximate moments to \(O(n^{-2})\) for the sampled partial autocorrelations from a white noise process
• Non-Gaussian closure technique for stationary random vibration
• Simulation of random processes with various probability density functions
• THE RELATIONSHIPS BETWEEN SKEWNESS AND KURTOSIS

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