A risk modeling in heterogeneous Gaussian systems

A novel model of multidimensional risk is proposed. A Stochastic system of model is described as a set of independent Gaussian systems, and a fraction of each component is defined or set as probability of presence in studied population. The case when the sample is formed from a union of two Gaussian...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: Tyrsin, Alexander N., Maslennikov, Dmitry L.
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:A novel model of multidimensional risk is proposed. A Stochastic system of model is described as a set of independent Gaussian systems, and a fraction of each component is defined or set as probability of presence in studied population. The case when the sample is formed from a union of two Gaussian systems is considered in details. The results of testing on model and real data are presented.
ISSN:0094-243X
1551-7616
DOI:10.1063/5.0035505