TECHNIQUE OF ESTIMATION OF PARAMETERS OR RANDOM VALUE WITH MIXED BIMODAL DISTRIBUTION LAW BASED ON COMBINED ITERATIVE USAGE OF ROZENBLATT-PARZEN APPROXIMATON AND IMAGINARY SOURCES METHOD
In this article are considered the results of combined usage of Rozenblatt ‒ Parzen approximation and imaginary sources method for estimation of the parameters of random value with mixed bimodal distribution law. Genetic algorithms were used for solving for optimal parameters. Because of high dimension of the problem the modified method was proposed. This method is based on a stepwise estimation of distribution parameters. On a first step the probability density function was estimated using Rozenblatt ‒ Parzen approximation. On a second step and on next steps the parameters of distribution were found using imaginary sources method and genetic algorithms. We have obtained accuracy ranking of distribution parameters estimation in the form of integral index which defines the bimodal probability density function estimation accuracy in large. We have performed computation experiments which verify the efficiency of proposed method of bimodal distribution parameters estimation