| cdfkur | R Documentation |
This function computes the cumulative probability or nonexceedance probability of the Kumaraswamy distribution given parameters (\alpha and \beta) computed by parkur. The cumulative distribution function is
F(x) = 1 - (1-x^\alpha)^\beta \mbox{,}
where F(x) is the nonexceedance probability for quantile x,
\alpha is a shape parameter, and \beta is a shape parameter.
cdfkur(x, para)
x |
A real value vector. |
para |
The parameters from |
Nonexceedance probability (F) for x.
W.H. Asquith
Jones, M.C., 2009, Kumaraswamy's distribution—A beta-type distribution with some tractability advantages: Statistical Methodology, v. 6, pp. 70–81.
pdfkur, quakur, lmomkur, parkur
lmr <- lmoms(c(0.25, 0.4, 0.6, 0.65, 0.67, 0.9))
cdfkur(0.5,parkur(lmr))
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