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Vestnik SamGU. Estestvenno-Nauchnaya Ser., 2015, Issue 10(132), Pages 29–39
(Mi vsgu481)
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Mathematics
Linearization of Pfaff differential equations for the conditional quantile of multivariate probability distributions
I. S. Orlova Samara State Aerospace University, 34, Moskovskoye Shosse, Samara, 443086, Russian Federation
(published under the terms of the Creative Commons Attribution 4.0 International License)
Abstract:
The article is devoted to the task of bringing the point transformations of nonlinear partial differential equations of Pfaff for conditional quantile multivariate probability distributions to the Pfaff differential equations with constant coefficients. Solutions of the equations of Pfaff with constant coefficients are linear functions representing the conditional quantile of multivariate Gaussian distributions.
Keywords:
Pfaff's equations, quantile, differential equations, Gaussian distribution, point transformation, statistics, mathematical model regressions, probability.
Received: 22.09.2015
Citation:
I. S. Orlova, “Linearization of Pfaff differential equations for the conditional quantile of multivariate probability distributions”, Vestnik Samarskogo Gosudarstvennogo Universiteta. Estestvenno-Nauchnaya Seriya, 2015, no. 10(132), 29–39
Linking options:
https://www.mathnet.ru/eng/vsgu481 https://www.mathnet.ru/eng/vsgu/y2015/i10/p29
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Abstract page: | 156 | Full-text PDF : | 101 | References: | 75 |
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