Contributions to Risk Assessment with Edgeworth–Sargan Density Expansions (I): Stability Testing

نویسندگان

چکیده

This paper analytically derives a stability test for the probability distribution of random variable that follows Edgeworth–Sargan density, also called Gram–Charlier. The is weighted sum Chi-squared densities increasing degrees freedom, starting with standard equivalent under same conditions. weights turn out to be linear combinations parameters and moments Gaussian can computed exactly. convenient result, since then intervals easily calculated from existing tables. applied assess weekly solar irradiance data twelve-year period. It shows density acceptably stable overall, except some eventual localised dates. shown usual implemented in testing are larger than those comparable implies common upper tail interval values rejecting null hypothesis larger.

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ژورنال

عنوان ژورنال: Mathematics

سال: 2022

ISSN: ['2227-7390']

DOI: https://doi.org/10.3390/math10071074