pdfexp: Probability Density Function of the Exponential Distribution

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

Probability Density Function of the Exponential Distribution

Description

This function computes the probability density of the Exponential distribution given parameters (\xi and \alpha) computed by parexp. The probability density function is

f(x) = \alpha^{-1}\exp(Y)\mbox{,}

where Y is

Y = \left(\frac{-(x - \xi)}{\alpha}\right)\mbox{,}

where f(x) is the probability density for the quantile x, \xi is a location parameter, and \alpha is a scale parameter.

Usage

pdfexp(x, para)

Arguments

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

Value

Probability density (f) for x.

Author(s)

W.H. Asquith

References

Hosking, J.R.M., 1990, L-moments—Analysis and estimation of distributions using linear combinations of order statistics: Journal of the Royal Statistical Society, Series B, v. 52, pp. 105–124.

Hosking, J.R.M., 1996, FORTRAN routines for use with the method of L-moments: Version 3, IBM Research Report RC20525, T.J. Watson Research Center, Yorktown Heights, New York.

Hosking, J.R.M. and Wallis, J.R., 1997, Regional frequency analysis—An approach based on L-moments: Cambridge University Press.

See Also

cdfexp, quaexp, lmomexp, parexp

Examples

  lmr <- lmoms(c(123,34,4,654,37,78))
  expp <- parexp(lmr)
  x <- quaexp(.5,expp)
  pdfexp(x,expp)

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