PowerNormal: The Power Normal Distribution

In powdist: Power and Reversal Power Distributions

Description

Density, distribution function, quantile function and random generation for the power normal distribution with parameters mu, sigma and lambda.

Usage

dpnorm(x, lambda = 1, mu = 0, sigma = 1, log = FALSE)

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

qpnorm(p, lambda = 1, mu = 0, sigma = 1, lower.tail = TRUE,
  log.p = FALSE)

rpnorm(n, lambda = 1, mu = 0, sigma = 1)

Arguments

x, q	vector of quantiles.
lambda	shape parameter.
mu, sigma	location and scale parameters.
log, log.p	logical; if TRUE, probabilities p are given as log(p).
lower.tail	logical; if TRUE (default), probabilities are P[X ≤ x ], otherwise, P[X > x].
p	vector of probabilities.
n	number of observations.

Details

The power Normal distribution has density

f(x)=[λ/σ][exp(-((x-μ)/σ)^2)/√(2π)][Φ((x-μ)/σ)]^(λ-1),

where -∞<μ<∞ is the location paramether, σ^2>0 the scale parameter and λ>0 the shape parameter.

References

Anyosa, S. A. C. (2017) Binary regression using power and reversal power links. Master's thesis in Portuguese. Interinstitutional Graduate Program in Statistics. Universidade de São Paulo - Universidade Federal de São Carlos. Available in https://repositorio.ufscar.br/handle/ufscar/9016.

Bazán, J. L., Torres -Avilés, F., Suzuki, A. K. and Louzada, F. (2017) Power and reversal power links for binary regressions: An application for motor insurance policyholders. Applied Stochastic Models in Business and Industry, 33(1), 22-34.

Bazán, J. L., Romeo, J. S. and Rodrigues, J. (2014) Bayesian skew-probit regression for binary response data. Brazilian Journal of Probability and Statistics. 28(4), 467–482.

Gupta, R. D. and Gupta, R. C. (2008) Analyzing skewed data by power normal model. Test 17, 197–210.

Kundu, D. and Gupta, R. D. (2013) Power-normal distribution. Statistics 47, 110–125.

Examples

dpnorm(1, 1, 3, 4)
ppnorm(1, 1, 3, 4)
qpnorm(0.2, 1, 3, 4)
rpnorm(5, 2, 3, 4)

powdist documentation built on May 1, 2019, 10:11 p.m.