Analysis on difference of contaminated normal distribution PDF

作者:Zhou Fang Bin; Guo Yun Kai
来源:2nd International Conference on Civil, Architectural and Hydraulic Engineering, ICCAHE 2013, 2013-07-27 to 2013-07-28.
DOI:10.4028/www.scientific.net/AMM.409-410.1661

摘要

As a very important distribution, contaminated normal distribution play a great role in data processing. The probability density PDF) feature of the contaminated normal distribution was investigated. The Kullback-Leibler distance is suggested for measuring PDF difference between mean shift model and variance inflation model. Numerical calculations show that the PDF difference of two kinds of model is related to mean shift parameter λ and the variance inflation factor α closely when the main distribution is the standard normal distribution and the relationship is nonlinear proportional.

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