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MATHEMATICS
The effect of distributions symmetrization on their peakedness
M. I. Revyakov St. Petersburg Department of the Steklov Mathematical Institute, 27, nab. r. Fontanki, St. Petersburg, 191023, Russian Federation
Abstract:
Indirect transformations of a one-dimensional, two-dimensional, and multidimensional random variable are proposed. They are based on various symmetrizations of the density function. The focus is on changing peakedness of a distribution about the origin.
Keywords:
peakedness, function rearrangement, continuous symmetrization, log-concave density, majorization, statistical inference.
Received: 07.11.2020 Revised: 12.01.2020 Accepted: 19.03.2020
Citation:
M. I. Revyakov, “The effect of distributions symmetrization on their peakedness”, Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 8:3 (2021), 442–454; Vestn. St. Petersbg. Univ., Math., 8:4 (2021), 254–263
Linking options:
https://www.mathnet.ru/eng/vspua94 https://www.mathnet.ru/eng/vspua/v8/i3/p442
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Abstract page: | 45 | Full-text PDF : | 9 |
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