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August 2015, № 8 (183)



Shepel V.N., Akimov S.S. METHODS OF DISTINCTION SYMMETRYCAL DISTRIBUTION LAWS (FOR EXAMPLE, THE NORMAL AND THE LOGISTIC DISTRIBUTION LAW)One of the basic problems of mathematical statistics — a comprehensive study and analysis of data. This is widely known that the exhaustive characteristic of any data set is the distribution law, which governs the array. There is a fairly large number of different methods for determining the distribution law, relying solely on the data array. At the same time it should be noted that all these methods are only approximate. Also It is worth be noted that some laws of distribution have a fairly similar characteristics, making it difficult to identify them. One of these characteristics is the symmetry. Main purpose of the research — a comparison of methods of identification the symmetric distribution laws. The article considers the four methods of identification the law of probability distribution: criterion of consent by Kolmogorov, coefficient of Kurtosis, assessment Hill and the method relationships. As the laws of distribution was used logistic and normal distribution, most similar symmetrical laws. Researches performed in the laboratory of Chair of Management and Informatics in Technical Systems of Orenburg State University. For obtaining necessary data sets used by the random number generator of the program MathCad 15. To check the was generated distributions 800 (400 obeying the logistics law and 400 — normal; N =  100). For assessment of reliability the parameters of distributions remained unchanged. It was determined that the most powerful method is to criterion by Kolmogorov. Also have been studied various combinations of the proposed methods. In studying combinations shown that the most effective is the use of a pair of criterion by Kolmogorov — a method of relations. All other pairs of methods give a greater percentage of errors.Key words: logistic distribution, normal distribution, methods of distinction, a combination of methods.

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About this article

Authors: Shepel V.N., Akimov S.S.

Year: 2015


Editor-in-chief
Sergey Aleksandrovich
MIROSHNIKOV

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