BIAVERAGE AND MULIMODALITY IN INVESTIGATING DISTRIBUTION OF ELECTRICITY PRICES

Authors

  • Aleksandra Baszczyńska Katedra Metod Statystycznych, Uniwersytet Łódzki
  • Dorota Pekasiewicz Katedra Metod Statystycznych, Uniwersytet Łódzki

Keywords:

kernel estimation, Hartigan test, dip statistic, biaverage, one-day-ahead market

Abstract

In the paper chosen statistical methods concerning analysis of random variable distributions are presented. Investigating modality of distribution is one of the most interesting and important stages in random variable analysis. Among others, the following methods can be used: kernel density estimation, the Hartigan test of unimodality and the biavarage. The example showing application of these methods from the one-day-ahead market of electricity is presented.

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Published

2014-11-09

How to Cite

Baszczyńska, A., & Pekasiewicz, D. (2014). BIAVERAGE AND MULIMODALITY IN INVESTIGATING DISTRIBUTION OF ELECTRICITY PRICES. Acta Universitatis Lodziensis. Folia Oeconomica, 3(302). Retrieved from https://www.czasopisma.uni.lodz.pl/foe/article/view/43

Issue

Vol. 3 No. 302 (2014)

Section

Economics

License

Creative Commons License

This work is licensed under a Creative Commons Attribution 3.0 Unported License.