This paper introduces the four-parameter symmetric K-distribution (SKD) and the skew-SKD as models for describing the complex dynamics of machine learning, Bayesian analysis and other fields through simplified expressions with high accuracy. Formulas for the probability density function, cumulative distribution function, moments, and cumulants are given. Finally, an order statistics analysis is provided as well as the distributions of the product and ratio of two SKD random variables are derived.
翻译:本文介绍四参数对称K分布(SKD)和Skew-SKD,作为通过高精度的简化表达式描述机器学习、贝叶斯分析和其他领域的复杂动态的模型。给出了概率密度函数、累积分布函数、瞬时和蓄积值的公式。最后,提供了订单统计分析以及两个SKD随机变量的产品分布和比率。