pearspdf

版本 1.4.0.0 (4.8 KB) 作者: Pierce Brady
Pearson system probability distributions
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更新时间 2011/8/14

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% pearspdf
% [p,type,coefs] = pearspdf(X,mu,sigma,skew,kurt)
%
% Returns the probability distribution denisty of the pearsons distribution
% with mean `mu`, standard deviation `sigma`, skewness `skew` and
% kurtosis `kurt`, evaluated at the values in X.
%
% Some combinations of moments are not valid for any random variable, and in
% particular, the kurtosis must be greater than the square of the skewness
% plus 1. The kurtosis of the normal distribution is defined to be 3.
%
% The seven distribution types in the Pearson system correspond to the
% following distributions:
%
% Type 0: Normal distribution
% Type 1: Four-parameter beta
% Type 2: Symmetric four-parameter beta
% Type 3: Three-parameter gamma
% Type 4: Not related to any standard distribution. Density proportional
% to (1+((x-a)/b)^2)^(-c) * exp(-d*arctan((x-a)/b)).
% Type 5: Inverse gamma location-scale
% Type 6: F location-scale
% Type 7: Student's t location-scale
%
% Examples
%
% See also
% pearspdf pearsrnd mean std skewness kurtosis
%

It's a modification of the pearsrnd function

引用格式

Pierce Brady (2024). pearspdf (https://www.mathworks.com/matlabcentral/fileexchange/26516-pearspdf), MATLAB Central File Exchange. 检索来源 .

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版本 已发布 发行说明
1.4.0.0

Many thanks to Carsten Allefeld who has modified the code so that pdfs are normalised correctly.

The type 5 distribution is not normalised correctly, so a warning is thrown to indicate this.

1.1.0.0

Added the line at 164
p = p/sigma;

as the type 4 distributions where off by this factor

1.0.0.0