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Transcript
The equation, parameters and bounds of the density function are:
0
⎧
2
⎪⎪
⎛ x −m+ r ⎞ ⎞
1⎛
2 ⎟⎟
− ⎜ γ + η ln ⎜
f (x η, γ, r, m ) = ⎨
r
⎟
⎜
⎜ m+ −x ⎟
2
ηr
2
⎝
⎠⎠
e ⎝
⎪
r
r
⎪⎩ 2π (x − m + 2 )(m + 2 − x )
Parameters:
Location:
Scale:
Shape:
Shape:
Bounds:
Lower bound = m – r/2
Upper bound = m + r/2
Moments - SB:
expression.
m
r
γ
δ
x ≤ m − 2r , x ≥ m +
m − 2r < x < m +
r
2
r
2
-∞ < m < ∞
r>0
-∞ < γ < ∞
η>0
The moments of the Johnson SB distribution do not have a simple
Density Function - SU: The density function of the Johnson SU distribution is shown below:
f
ε = 0, λ = 1, γ = 1
0.7
η=2
0.6
0.5
η=1
0.4
0.3
η = 0.5
0.2
0.1
x
-3
-2
-1
1
Distributions
2
3
79