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Contemporary Mathematics. Fundamental Directions, 2024, Volume 70, Issue 4, Pages 542–560 DOI: https://doi.org/10.22363/2413-3639-2024-70-4-542-560
(Mi cmfd557)
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This article is cited in 1 scientific paper (total in 1 paper)
Unimodality of the probability distribution of the extensive functional of samples of a random sequence
Yu. P. Virchenkoa, A. M. Tevoldeb a Belgorod State Technological University named after V. G. Shukhov, Belgorod, Russia
b Belgorod State University, Belgorod, Russia
DOI:
https://doi.org/10.22363/2413-3639-2024-70-4-542-560
Abstract:
We establish a criterion for the unimodality of the probability distribution of a functional that is represented by the sum of a set of independent identically distributed random nonnegative variables ${\tilde x}_k$ with a random number of terms distributed according to Poisson. The general distribution of terms ${\tilde x}_k$ is concentrated on the interval $[0, 1]$ and is such that $\mathrm{Pr}\,\{{\tilde x}_k = 0\} \ne 0.$ Its absolutely continuous part is asymptotically close to a uniform distribution. We introduce the concept of smoothing functions and establish an explicit form of the distribution of any fixed number of terms uniformly distributed on $[0, 1].$
Keywords:
sum of independent identically distributed random variables, unimodality of probability distribution, smoothing function, single-peak function.
Citation:
Yu. P. Virchenko, A. M. Tevolde, “Unimodality of the probability distribution of the extensive functional of samples of a random sequence”, Proceedings of the Voronezh Winter Mathematical Krein School — 2024, CMFD, 70, no. 4, PFUR, M., 2024, 542–560
Linking options:
https://www.mathnet.ru/eng/cmfd557 https://www.mathnet.ru/eng/cmfd/v70/i4/p542
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| Abstract page: | 275 | | Full-text PDF : | 135 | | References: | 118 |
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