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Evaluation of kurtosis into the product of two normally distributed variables

2016-06-08Conference object Restricted access
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datacite.subject.sdg08:Trabalho Digno e Crescimento Económicopt_PT
dc.contributor.authorOliveira, Amilcar
dc.contributor.authorOliveira, Teresa
dc.contributor.authorSeijas-Macias, J. Antonio
dc.date.accessioned2023-08-01T15:25:35Z
dc.date.available2023-08-01T15:25:35Z
dc.date.issued2016-06-08
dc.description.abstractKurtosis (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.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.doi10.1063/1.4952232pt_PT
dc.identifier.urihttp://hdl.handle.net/10400.2/14687
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.publisherAIP Publishingpt_PT
dc.relation2014 - Strategic Project
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/pt_PT
dc.subjectProduct two normal variablespt_PT
dc.subjectKurtosispt_PT
dc.subjectUncorrelated normal variablespt_PT
dc.subjectCumulative density distributionpt_PT
dc.subjectDensity functionpt_PT
dc.titleEvaluation of kurtosis into the product of two normally distributed variablespt_PT
dc.typeconference object
dspace.entity.typePublication
oaire.awardTitle2014 - Strategic Project
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/6817 - DCRRNI ID/PEst-OE%2FMAT%2FUI0006%2F2014/PT
oaire.citation.conferencePlaceRodespt_PT
oaire.citation.titleICNAAM 2015. AIP Conferences Proceedingspt_PT
oaire.citation.volume1738pt_PT
oaire.fundingStream6817 - DCRRNI ID
person.familyNameOliveira
person.familyNameOliveira
person.familyNameSeijas-Macias
person.givenNameAmilcar
person.givenNameTeresa A.
person.givenNameJ. Antonio
person.identifier1155497
person.identifier.ciencia-id7110-61B4-B87F
person.identifier.ciencia-id8814-A54B-12DE
person.identifier.ciencia-id3717-BC82-53C2
person.identifier.orcid0000-0001-5500-7742
person.identifier.orcid0000-0003-3283-9946
person.identifier.orcid0000-0002-6056-3257
person.identifier.ridJ-3077-2019
person.identifier.scopus-author-id55675222550
person.identifier.scopus-author-id54403540300
person.identifier.scopus-author-id57194105655
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.nameFundação para a Ciência e a Tecnologia
rcaap.rightsrestrictedAccesspt_PT
rcaap.typeconferenceObjectpt_PT
relation.isAuthorOfPublication1c873476-22fd-4331-8286-ff5576ac3b0c
relation.isAuthorOfPublication82b3cd70-88cc-4d31-b4b0-4705f8496c67
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