Optimal approximation by one Gaussian function to probability density functions

DOI10.7858/EAMJ.2023.040MaRDI QIDQ6498085FDOQ6498085

Authors: Gwang-Il Kim, Seung Yeon Cho, Doobae Jun 

Publication date: 7 May 2024

Published in: East Asian Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

optimal approximationnon-normal distributionnearly-Gaussian functionperiodically oscillating distribution

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

Cites Work

• A generalization of the beta distribution with applications
• Financial data and the skewed generalized \(t\) distribution
• Non-Gaussian distribution for stock returns and related stochastic differential equation
• An extensive analysis on the Japanese markets via S. Taylor's model

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