arXiv subjects

Andrea Karlova

Publications and source records attributed to Andrea Karlova.

4 recordsLinked to original sources

arXiv2017

Outliers and related problems

We define outliers as a set of observations which contradicts the proposed mathematical (statistical) model and we discuss the frequently observed types of the outliers. Further we explore what changes in the model have to be made in order to avoid the occurance of the outliers. We observe that some variants of the outliers lead to classical results in probability, such as the law of large numbers and the concept of heavy tailed distributions. Key words: outlier; the law of large numbers; heavy tailed distributions; model rejection.

math.PR↗

arXiv2016

Outliers, the Law of Large Numbers, Index of Stability and Heavy Tails

We are trying to give a mathematically correct definition of outliers. Our approach is based on the distance between two last order statistics and appears to be connected to the law of large numbers. Key words: outliers, law of large numbers, heavy tails, stability index.

math.PR↗

arXiv2016

Distributional Tail Estimation Through Its Characteristic Function

There is given a method for estimation of a probability distribution tail in terms of characteristic function. Key words: characteristic function; tail of a distribution.

math.PR↗

arXiv2014

On Distribution of Product of Stable Laws

We derive the probability distribution of product of two independent random variables, each distributed according the one-dimensional stable law. We represent the density by its power series and its asymptotic expansions. As Fox's H-functions with a particular choice of parameters well describe the densities of stable laws, we discuss the choice of parameters for Fox's H-function such that it matches the derived densities. As a consequence, we give representations of these particular Fox's H-functions in terms of its power series.

math.PR↗