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Results for “higher-order cumulants”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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All sourcesNASA NTRSDOE OSTI
NASA NTRS1979

Higher-order skewness and excess coefficients of some probability distributions applicable to optical propagation phenomena

Expressions are derived for higher-order skewness and excess coefficients using central moments and cumulants up to 8th order. These coefficients are then calculated for three probability distributions: (1) Log-normal, (2) Rice-Nakagami, and (3) Gamma distributions. Curves are given to shown the variation of skewness with excess coefficients for these distributions. These curves are independent of the particular distribution parameters. This method is useful for studying fluctuating phenomena, which obey non-Gaussian statistics.

Majumdar, A. K.↗
NASA NTRS1994

Distributions of the interplanetary magnetic field revisited

The adequacy of the power spectrum to characterize the variations of a parameter depends on whether or not the parameter has a Gaussian distribution. We here perform very simple tests of Gaussianity on the distribution. We here perform very simple tests of Gaussianity on the distributions of the magnitudes of the interplanetary magnetic field, and on the distributions of the components; that is, we find the first four cumulants of the distributions (mean, variance, skewness, and kurtosis) and their solar cycle variations. We find, consistent with other recent analyses, that the traditional distributions of the 1-hour averaged magnitude are not distributed normally or lognomally as has often been assumed and the 1-hour averaged z component is found to have a nonzero kurtosis. Thus the power spectrum is insufficient to completely characterize these variations and polyspectra are needed. We have isolated variations in the 1/f frequency region of the spectrum and show that the distributions of the magnitudes have nonzero skewness and kurtosis, the magnitudes are not distributed lognormally, and the distributions of the components have nonzero kurtosis. Thus higher-order spectra are again needed for a full characterization.

Feynman, Joan↗