An Analysis of a Truncated Normal Random Variable to the Power of Itself, allowing for Correlation

Johann Markus Schauerhuber (Autor)

Buch | Softcover

28 Seiten

2025
epubli (Verlag)
9783819714481 (ISBN)

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This paper is devoted to analyzing a symmetric Truncated Normal random variable X to the power of itself (X^X), taking correlation into account.
The investigations regarding this exponentiation are conducted by means of simulations using R.

An extensive spectrum of correlation is implemented by utilizing the Iman-Conover Method.

The respective distribution plots and the following statistics are presented for all prescribed correlations:
* Means
* Variances
* Medians
* Skewnesses
* Kurtoses
* 1%-Quantiles
* 99%-Quantiles

During his studies and academic resp. professional activities Prof. Dr. Dr. Johann Markus Schauerhuber has been intensively involved in statistical programming, stochastic, risk theory, simulation and mathematical modeling. Most of his professional experience has been gained in the university domain as an academic director, postdoc lecturer / researcher and in government authorities. Email: jm_schauerhuber@gmx.at

Erscheinungsdatum	26.05.2025
Sprache	englisch
Maße	170 x 240 mm
Gewicht	114 g
Themenwelt	Naturwissenschaften
Schlagworte	Correlation • R • Truncated Normal Random Variable
ISBN-13	9783819714481 / 9783819714481
Zustand	Neuware