Evaluation of kurtosis into the product of two normally distributed variables

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MetadadosDescriçãoIdioma
Autor(es): dc.creatorOliveira, Amilcar-
Autor(es): dc.creatorSeijas-Macias, J. Antonio-
Autor(es): dc.creatorOliveira, Teresa A.-
Data de aceite: dc.date.accessioned2025-08-21T15:10:58Z-
Data de disponibilização: dc.date.available2025-08-21T15:10:58Z-
Data de envio: dc.date.issued2023-08-01-
Data de envio: dc.date.issued2023-08-01-
Data de envio: dc.date.issued2016-06-08-
Fonte completa do material: dc.identifierhttp://hdl.handle.net/10400.2/14687-
Fonte: dc.identifier.urihttp://educapes.capes.gov.br/handle/10400.2/14687-
Descrição: dc.descriptionKurtosis (k) is any measure of the "peakedness" of a distribution of a real-valued random variable. We study the evolution of the Kurtosis for the product of two normally distributed variables. Product of two normal variables is a very common problem for some areas of study, like, physics, economics, psychology, ... Normal variables have a constant value for kurtosis (k = 3), independently of the value of the two parameters: mean and variance. In fact, the excess kurtosis is defined as k - 3 and the Normal Distribution Kurtosis is zero. The product of two normally distributed variables is a function of the parameters of the two variables and the correlation between then, and the range for kurtosis is in [0;6] for independent variables and in [0;12] when correlation between then is allowed.-
Descrição: dc.descriptioninfo:eu-repo/semantics/publishedVersion-
Formato: dc.formatapplication/pdf-
Idioma: dc.languageen-
Publicador: dc.publisherAIP Publishing-
Relação: dc.relation2014 - Strategic Project-
Direitos: dc.rightshttp://creativecommons.org/licenses/by/4.0/-
Palavras-chave: dc.subjectProduct two normal variables-
Palavras-chave: dc.subjectKurtosis-
Palavras-chave: dc.subjectUncorrelated normal variables-
Palavras-chave: dc.subjectCumulative density distribution-
Palavras-chave: dc.subjectDensity function-
Título: dc.titleEvaluation of kurtosis into the product of two normally distributed variables-
Aparece nas coleções:Repositório Aberto - Universidade Aberta (Portugal)

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