are there any density function family with the following properties?

1 次查看(过去 30 天)
I would like probability density function family with the following properties: - defined on a finite range - symmetric, one maximum at the center - smooth, with finite tails and zero derivative at the edge of the range - goes to a thin Gaussian as variance parameter goes to zero - goes to a smooth rectangle-function as variance parameter goes upwards

回答(1 个)

John D'Errico
John D'Errico 2015-4-16
A beta distribution is the logical choice.
  2 个评论
Mr M.
Mr M. 2015-4-16
Hm? Beta is typically asymmetric, and in the symmetric case it has nonzero derivative at least one of the edges
John D'Errico
John D'Errico 2015-4-18
编辑:John D'Errico 2015-4-18
Then I think you don't know the beta distribution at all well.
ezplot(@(x) betapdf(x,3,3),[0, 1])
As long as the pair of beta parameters are equal, the beta pdf will be completely symmetric.
And as long as they are sufficiently large, (assuming I recall the beta pdf correctly, any parameters of 2 or larger should be sufficient) the end point first derivative will be zero.
The beta distribution will be flat (reduces to a uniform distribution) when the parameters are both 1.
It is true that when the parameters are in the interval [1,2], then the end point first derivatives will be non-zero.
ezplot(@(x) betapdf(x,1.01,1.01),[0, 1])
So IF you absolutely need a zero end point derivative for the case where the distribution tends to a uniform, you could hack together something. But it won't be any common distribution with a name on it. In fact, essentially the only bounded distribution that has properties much as you want is the beta.

请先登录,再进行评论。

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by