BIAVERAGE AND MULIMODALITY IN INVESTIGATING DISTRIBUTION OF ELECTRICITY PRICES

• Authors: Aleksandra Baszczyńska , Dorota Pekasiewicz
• Languages of publication: EN

Abstracts

EN

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.

Keywords

EN

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

• Publisher: Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
• Journal: Acta Universitatis Lodziensis. Folia Oeconomica
• Year: 2014
• Volume: 3
• Issue: 302

Dates

published

2014-11-09

Contributors

author

Aleksandra Baszczyńska

• Katedra Metod Statystycznych, Uniwersytet Łódzki

author

Dorota Pekasiewicz

• Katedra Metod Statystycznych, Uniwersytet Łódzki