pdfsla: Probability Density Function of the Slash Distribution

pdfslaR Documentation

Probability Density Function of the Slash Distribution

Description

This function computes the probability density of the Slash distribution given parameters (\xi and \alpha) provided by parsla. The probability density function is

f(x) = \frac{\phi(0) - \phi(y)}{y^2} \mbox{,}

where f(x) is the probability density for quantile x, y = (x - \xi)/\alpha, \xi is a location parameter, and \alpha is a scale parameter. The function \phi(y) is the probability density function of the Standard Normal distribution.

Usage

pdfsla(x, para)

Arguments

x

A real value vector.

para

The parameters from parsla or vec2par.

Value

Probability density (f) for x.

Author(s)

W.H. Asquith

References

Rogers, W.H., and Tukey, J.W., 1972, Understanding some long-tailed symmetrical distributions: Statistica Neerlandica, v. 26, no. 3, pp. 211–226.

See Also

cdfsla, quasla, lmomsla, parsla

Examples

  sla <- vec2par(c(12, 1.2), type="sla")
  x <- quasla(0.5, sla)
  pdfsla(x, sla)

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