The market is a controlled dynamic system. - page 117

 
yosuf:
What you remember, in Exel language, is written as follows:

H (t,t,n) = GAMMARASP(t/t;n;1;0) - Gamma distribution density function;

P (t,t,n) = GAMMARASP(t/t;n+1;1;1) - integral function of Gamma distribution;

AND (t,t,n) = GAMMARASP(t/t;n;1;1) - integral function of Gamma distribution;

B (t,t,n) =1 - GAMMARASP(t/t;n;1;1) is an integral function of the Gamma distribution;

In the superexponential example above, for simplicity, the case t = 1 is given.


Yusuf, let's talk in the common language of mathematics, not in Excel, in order to clarify the matter. Because I suspect that this is where the discrepancies in our calculations of tau and n lie.
 
avtomat:

Yusuf, let's talk in the common language of mathematics, not in Excel, in order to clarify the matter. Because I suspect that this is where the discrepancies in our calculations of tau and n lie.
There can be no discrepancies in calculations of n and tau if they are calculated by my known formulas https://www.mql5.com/ru/articles/250, formulas (12) and (13). They are analytically flawless.
 
yosuf:
There can be no discrepancy in the calculations of n and tau if they are calculated using my known formulas https://www.mql5.com/ru/articles/250, formulas (12) and (13). They are analytically flawless.


Please also write out in explicit form the functions H,P,I,B.
 
yosuf:
There can be no discrepancy in the calculations of n and tau if they are calculated using my known formulas https://www.mql5.com/ru/articles/250, formulas (12) and (13). They are analytically flawless.


That is how I calculate them. I will check them now. Step by step.
 

Let's reconcile. Where's the mistake?

 
avtomat:

Please also write out in explicit form the functions H,P,I,B.



Now this function AND(t, t, n)

B(t, t, n) = 1- And(t, t, n).

There is a mistake in E below: instead of G(n+1) it should be G(n).

https://c.mql5.com/mql4/forum/2013/09/567.jpg

 
yosuf:



Now this function AND(t, t, n)






So E is simply renamed E. Right?
 

.

Is that correct?

 
avtomat:

So E is simply renamed to E. Right?

Yes, because its physical meaning is a function of History.

The physical meaning of the parameter n is still a mystery to me. Assumption: n is the degree of interaction of several "space-time" systems simultaneously in a single, in our opinion, process. Or "warping", "distortion" of coordinates and time. A process can proceed simultaneously in several systems. Since the H and P functions easily and with equal ease cope with both linear and non-linear functions, we can assume that it automatically translates a non-linear function into a linear one, changing space and time. Non-linear in one system turns out to be linear in another system. Anyway, there's still a lot of obscurity piling up for me.

 
yosuf:

Yes, because its physical meaning has been defined - it is a function of History.

The physical meaning of the parameter n is still a mystery to me. Assumption: n is the degree of interaction of several "space-time" systems simultaneously in a single, in our opinion, process. Or "warping", "distortion" of coordinates and time. A process can proceed simultaneously in several systems. Since the H and P functions easily and with equal ease handle both linear and non-linear functions, it can be assumed that it automatically translates a non-linear function into a linear one, changing space and time. Non-linear in one system turns out to be linear in another system. Anyway, there's still a lot that's not clear to me.



We'll get to n and figure out the physical meaning. ;)