2011-04-07

Benini distribution

Benini distribution

Benini
Probability density function
No image available
Cumulative distribution function
No image available
parameters: α > 0 shape (real)
β > 0 shape (real)
σ > 0 scale (real)
support: x > σ
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 Hn(x) is the "probabilists' Hermite polynomials"
median: \sigma \left(e^{\frac{-\alpha+\sqrt{\alpha^2+\beta\log{16}}}{2\beta}}\right)
mode:
variance: \left(\sigma^2+\tfrac{2\sigma^2}{\sqrt{2\beta}} H_{-1}\left(\tfrac{-2+\alpha}{\sqrt{2\beta}}\right)\right)-\mu^2
skewness:
ex.kurtosis:
entropy:
mgf:
cf:

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Retrieved from : http://en.wikipedia.org/wiki/Benini_distribution