Description Usage Arguments Details Value Author(s) References Examples
Density, distribution function, quantile function and random generation for the Marshall-Olkin extended extreme value distribution (MOEEV) distribution with location parameter mu, scale parameter sigma and tilt paramater alpha.
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x, q |
vector of quantiles. |
mu |
vector of location parameters. |
sigma |
vector of scale parameters. |
alpha |
vector of tilt parameters. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
p |
vector of probabilities. |
n |
number of observations. If length(n) > 1, the length is taken to be the number required. |
lower.tail |
logical; if TRUE (default), probabilities are P(X ≤ x), otherwise, P(X > x). |
The Marshall-Olkin Extended Extreme Value (MOEEV) distribution has density
f(x;μ,σ,α) = {α exp[w-exp(w)]} / {σ x{1-(1-α)exp[-exp(w)]}^2}, x>0
where w=[log(x)-μ]/σ and -∞<μ<∞, σ>0 and α>0 are the location, scale and tilt parameters, respectively. If α = 1, we obtain the extreme value distribution.
Consider the parameterisations used by dexp
and dweibull
.
If μ = -log(rate) and σ = 1, we obtain the
Marshall-Olkin Extended Exponential (MOEE) distribution. In the case, that
μ = log(scale) and σ = 1/shape,
we obtain the Marshall-Olkin Extended Weibull (MOEW) distribution. With the above definitions,
if MOEE:
dmoeev(x, mu = -log(rate), sigma = 1, alpha) = dmoee(x, mu, alpha)
if MOEW:
dmoeev(x, mu = log(scale), sigma = 1/shape, alpha)
The Marshall-Olkin extended extreme value distribution simplifies to the exponential and Weibull distributions with the following parameterisations:
dmoeev(x, mu, sigma = 1, alpha = 1) | = | dexp(x, rate = 1/exp(mu)) |
dmoeev(x, mu, sigma, alpha = 1) | = | dweibull(x, shape=1/sigma, scale=exp(mu)) |
dmoeev
gives the density, pmoeev
gives the distribution function, qmoeev
gives the quantile
function, and rmoeev
generates random deviates.
Rumenick Pereira da Silva rumenickps@gmail.com
Marshall, A. W., Olkin, I. (1997). A new method for adding a parameter to a family of distributions with application to the Weibull and Weibull families. Biometrika,84(3):641-652.
Marshall, A. W., Olkin, I.(2007). Life Distributions: Structure of Nonparametric, Semiparametric, and Parametric Families. Springer, New York.
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