相关论文: Skewness-Kurtosis: small samples and power-law beh…
The commonly cited rule of thumb for regression analysis, which suggests that a sample size of $n \geq 30$ is sufficient to ensure valid inferences, is frequently referenced but rarely scrutinized. This research note evaluates the lower…
With the rise of the "big data" phenomenon in recent years, data is coming in many different complex forms. One example of this is multi-way data that come in the form of higher-order tensors such as coloured images and movie clips.…
Power-law distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and man-made phenomena. Unfortunately, the detection and characterization of power laws is…
Realized moments of higher order computed from intraday returns are introduced in recent years. The literature indicates that realized skewness is an important factor in explaining future asset returns. However, the literature mainly…
We investigate the distribution of relative velocities between small heavy particles of different sizes in turbulence by analysing a statistical model for bidisperse turbulent suspensions, containing particles with two different Stokes…
We describe an efficient algorithm for calculating the statistics of weak lensing by large-scale structure based on a tiled set of independent particle-mesh N-body simulations which telescope in resolution along the line of sight. This…
Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…
We use numerical simulations of ray tracing through N-body simulations to investigate weak lensing by large-scale structure. These are needed for testing the analytic predictions of two-point correlators, to set error estimates on them and…
Skewness and non-Gaussian behavior are essential features of the distribution of short-scale velocity increments in isotropic turbulent flows. Yet, although the skewness has been generally linked to time-reversal symmetry breaking and…
The van der Waals (VDW) equation of state predicts the existence of a first-order liquid-gas phase transition and contains a critical point. The VDW equation with Fermi statistics is applied to a description of the nuclear matter. The…
The non-Gaussian measures of the particle number fluctuations -- skewness $S\sigma$ and kurtosis $\kappa \sigma^2$ -- are calculated in a vicinity of the critical point. This point corresponds to the end point of the first-order liquid-gas…
We present simple formulae for calculating the skewness and kurtosis of the aperture mass statistic for weak lensing surveys which is insensitive to masking effects of survey geometry or variable survey depth. The calculation is the higher…
Martensites subjected to quasistatic deformation are known to exhibit power law distributed acoustic emission in a broad range of scales, however, the origin of the observed scaling behavior and the mechanism of self-organization towards…
For the family of multivariate probability distributions variously denoted as unified skew-normal, closed skew-normal and other names, a number of properties are already known, but many others are not, even some basic ones. The present…
In the environmental modeling field, the exploratory analysis of responses often exhibits spatial correlation as well as some non-Gaussian attributes such as skewness and/or heavy-tailedness. Consequently, we propose a general spatial model…
Methods. We perform numerical simulations of the evolution of the cosmic web for the conventional LCDM model. The simulations cover a wide range of box sizes L = 256 - 4000 Mpc/h, mass and force resolutions and epochs from very early…
This note presents an operational measure of fat-tailedness for univariate probability distributions, in $[0,1]$ where 0 is maximally thin-tailed (Gaussian) and 1 is maximally fat-tailed. Among others,1) it helps assess the sample size…
Particle density fluctuations in the scrape-off layer of magnetically confined plasmas, as measured by gas-puff imaging or Langmuir probes, are modeled as the realization of a stochastic process in which a superposition of pulses with a…
Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…
Skewness measures can be used to measure the level of asymmetry of a distribution. Given the prevalence of statistical methods that assume underlying symmetry, and also the desire for symmetry in order to make meaningful judgements for…