一类折叠Gamma分布的尖峰厚尾性质及应用OA北大核心CHSSCDCSSCICSTPCD

The emergence and expansion of the idea of combinatorial distribution provide an excellent scheme for studying the distribution of realistic data.In view of sharp peak and fat tail property of many data,this paper constructs a folded Gamma distribution with sharp peak and fat tail properties from the Gamma distribution,discusses the nature of the folded Gamma distri-bution,and gives the moment estimation and maximum likelihood estimation of the distribution parameters under the New-ton-Raphson algorithm.Finally,the paper proves the feasibility of the estimation by numerical simulation,and also studies the fit-ting effect of the folded Gamma distribution and the normal distribution by comparing the actual data.The results show that the folded Gamma distribution can better fit the sharp peak and fat tailed data,and that the fitting effect is better with the increase of the data sample size.