ANALYSIS AND APPLICATION OF GENERALIZED DISTRIBUTION SECHk

Abstract

The analysis of the robust properties of the generalized sech^k-distribution is made. The possibility of producing natural-reduced maximum likelihood estimates of the offset parameter of the distribution is shown. Time-dependent density of the process described by the SDE with random structure centered at the transitions from one state to another is obtained. Examples of application of the generalized sech^k distribution in statistical and technical problems are given.