THE DETERMINATION OF DISTRIBUTION PARAMETERS OF ONE-DIMENSIONAL CONTINUOUS RANDOM VARIABLE ACCORDING TO ITS INITIAL CHARACTERISTICS BY FINANCIAL RISKS MODELLING

THE DETERMINATION OF DISTRIBUTION PARAMETERS OF ONE-DIMENSIONAL CONTINUOUS RANDOM VARIABLE ACCORDING TO ITS INITIAL CHARACTERISTICS BY FINANCIAL RISKS MODELLING

The conception of direct and inverse problem of random variable modelling is introduced. The direct problem is a problem for getting value of continuous random variable, which is contributed according to the given distribution law, which parameters are known. The inverse problem is a problem for def...

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Bibliographic Details
Main Authors: V. Y. Dubnytskyi, І. H. Skorikova
Format: Article
Language:English
Published: FINTECH Alliance LLC 2015-07-01
Series:Фінансово-кредитна діяльність: проблеми теорії та практики
Subjects:
monte carlo method
statistical modeling
probability density function
n
inverse problem of statistic simulation
normal distribution
exponential distribution
laplace distribution
minimum distribution
maximum distribution
double distribution
logis
Online Access:https://fkd.net.ua/index.php/fkd/article/view/1186
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