cdfkur: Cumulative Distribution Function of the Kumaraswamy...

In wasquith/lmomco: L-Moments, Censored L-Moments, Trimmed L-Moments, L-Comoments, and Many Distributions

Cumulative Distribution Function of the Kumaraswamy Distribution

Description

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.

Usage

cdfkur(x, para)

Arguments

x	A real value vector.
para	The parameters from parkur or vec2par.

Value

Nonexceedance probability (F) for x.

Author(s)

W.H. Asquith

References

Jones, M.C., 2009, Kumaraswamy's distribution—A beta-type distribution with some tractability advantages: Statistical Methodology, v. 6, pp. 70–81.

See Also

pdfkur, quakur, lmomkur, parkur

Examples

  lmr <- lmoms(c(0.25, 0.4, 0.6, 0.65, 0.67, 0.9))
  cdfkur(0.5,parkur(lmr))

wasquith/lmomco documentation built on Nov. 13, 2024, 4:53 p.m.