Nechetkie Sistemy i Myagkie Vychisleniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Nechetkie Sistemy i Myagkie Vychisleniya:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Nechetkie Sistemy i Myagkie Vychisleniya, 2021, Volume 16, Issue 2, Pages 111–122
DOI: https://doi.org/10.26456/fssc84
(Mi fssc84)
 

Analysis of the folded normal distribution of a random variable

S. A. Rogonov, I. S. Soldatenko

Tver State University, Tver
References:
Abstract: The analysis of the behavior of random variables after various transformations can be used in the practical solution of many non-trivial problems. In particular, solutions that cannot be expressed purely analytically, from the point of view of practical applicability, are able to give results with accuracy sufficient for real calculations, taking the inexpressible discrepancy of the analytical solution far beyond the actual error. In this paper, the behavior of the modulus of a normally distributed random variable is investigated and it is found out under what conditions it is possible to neglect the operation of taking an absolute value and approximate the modulus of a random variable with a similar probability distribution.
Keywords: stochastic optimization problem, absolute value of a random variable, folded normal distribution, skewness and kurtosis coefficients, normality test, SciPy library.
Funding agency Grant number
Russian Foundation for Basic Research 20-01-00669
Received: 01.12.2021
Revised: 23.12.2021
Bibliographic databases:
Document Type: Article
UDC: 519.8
Language: Russian
Citation: S. A. Rogonov, I. S. Soldatenko, “Analysis of the folded normal distribution of a random variable”, Nechetkie Sistemy i Myagkie Vychisleniya, 16:2 (2021), 111–122
Citation in format AMSBIB
\Bibitem{RogSol21}
\by S.~A.~Rogonov, I.~S.~Soldatenko
\paper Analysis of the folded normal distribution of a random variable
\jour Nechetkie Sistemy i Myagkie Vychisleniya
\yr 2021
\vol 16
\issue 2
\pages 111--122
\mathnet{http://mi.mathnet.ru/fssc84}
\crossref{https://doi.org/10.26456/fssc84}
\elib{https://elibrary.ru/item.asp?id=47417420}
Linking options:
  • https://www.mathnet.ru/eng/fssc84
  • https://www.mathnet.ru/eng/fssc/v16/i2/p111
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Nechetkie Sistemy i Myagkie Vychisleniya
    Statistics & downloads:
    Abstract page:153
    Full-text PDF :182
    References:18
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024