Benini distribution

Share on Facebook Share on Twitter Email
Wikipedia on Answers.com:

Benini distribution

Top
Benini
Probability density function
No image available
Cumulative distribution function
No image available
Parameters \alpha>0 shape (real)
\beta>0 shape (real)
\sigma>0 scale (real)
Support x>\sigma
PDF e^{-\alpha\log{\frac{x}{\sigma}}-\beta\log\left[{\frac{x}{\sigma}}\right]^2} \left(\frac{\alpha}{x}+\frac{2\beta\log{\frac{x}{\sigma}}}{x}\right)
CDF 1-e^{-\alpha\log{\frac{x}{\sigma}}-\beta\log[{\frac{x}{\sigma}}]^2}
Mean \sigma+\tfrac{\sigma}{\sqrt{2\beta}} H_{-1}\left(\tfrac{-1+\alpha}{\sqrt{2\beta}}\right)
where H_n(x) is the "probabilists' Hermite polynomials"
Median \sigma \left(e^{\frac{-\alpha+\sqrt{\alpha^2+\beta\log{16}}}{2\beta}}\right)
Variance \left(\sigma^2+\tfrac{2\sigma^2}{\sqrt{2\beta}} H_{-1}\left(\tfrac{-2+\alpha}{\sqrt{2\beta}}\right)\right)-\mu^2

In probability and statistics, the Benini distribution is a continuous probability distribution.

Related distributions

References

  • Kleiber, Christian; Kotz, Samuel (2003). "Chapter 7.1: Benini Distribution". Statistical Size Distributions in Economics and Actuarial Sciences. Wiley. ISBN 978-0-471-15064-0. 

External links


Post a question - any question - to the WikiAnswers community:

Copyrights: