Bhattacharjee: Bhattacharjee distribution

In extraDistr: Additional Univariate and Multivariate Distributions

Bhattacharjee distribution

Description

Density, distribution function, and random generation for the Bhattacharjee distribution.

Usage

dbhatt(x, mu = 0, sigma = 1, a = sigma, log = FALSE)

pbhatt(q, mu = 0, sigma = 1, a = sigma, lower.tail = TRUE, log.p = FALSE)

rbhatt(n, mu = 0, sigma = 1, a = sigma)

Arguments

x, q	vector of quantiles.
mu, sigma, a	location, scale and shape parameters. Scale and shape must be positive.
log, log.p	logical; if TRUE, probabilities p are given as log(p).
lower.tail	logical; if TRUE (default), probabilities are P[X \le x] otherwise, P[X > x].
n	number of observations. If length(n) > 1, the length is taken to be the number required.

Details

If Z \sim \mathrm{Normal}(0, 1) and U \sim \mathrm{Uniform}(0, 1), then Z+U follows Bhattacharjee distribution.

Probability density function

f(z) = \frac{1}{2a} \left[\Phi\left(\frac{x-\mu+a}{\sigma}\right) - \Phi\left(\frac{x-\mu-a}{\sigma}\right)\right]

Cumulative distribution function

F(z) = \frac{\sigma}{2a} \left[(x-\mu)\Phi\left(\frac{x-\mu+a}{\sigma}\right) - (x-\mu)\Phi\left(\frac{x-\mu-a}{\sigma}\right) + \phi\left(\frac{x-\mu+a}{\sigma}\right) - \phi\left(\frac{x-\mu-a}{\sigma}\right)\right]

References

Bhattacharjee, G.P., Pandit, S.N.N., and Mohan, R. (1963). Dimensional chains involving rectangular and normal error-distributions. Technometrics, 5, 404-406.

Examples

x <- rbhatt(1e5, 5, 3, 5)
hist(x, 100, freq = FALSE)
curve(dbhatt(x, 5, 3, 5), -20, 20, col = "red", add = TRUE)
hist(pbhatt(x, 5, 3, 5))
plot(ecdf(x))
curve(pbhatt(x, 5, 3, 5), -20, 20, col = "red", lwd = 2, add = TRUE)

extraDistr documentation built on May 29, 2024, 9:31 a.m.