From: Computing and graphing probability values of pearson distributions: a SAS/IML macro
Type | κ-Criterion | Density function | Domain |
---|---|---|---|
Main Type | |||
I | κ<0 | \(f(x)=y_{0}(1+\frac {x}{a_{1}})^{m_{1}}(1-\frac {x}{a_{2}})^{m_{2}}\) | −a1≤x≤a2 |
IV | 0<κ<1 | \(\phantom {\dot {i}\!}f(x)=y_{0}(1+\frac {x^{2}}{a^{2}})^{-m}e^{-\nu \arctan (x/a)}\) | −∞<x<∞ |
VI | κ>1 | \(f(x)=y_{0}(x-a)^{q_{2}}x^{-q_{1}}\phantom {\dot {i}\!}\) | a≤x<∞ |
Transition Type | |||
Normal | κ=0(β2=3) | \(\phantom {\dot {i}\!}f(x)=y_{0}e^{-x^{2}/(2\mu _{2})}\) | −∞<x<∞ |
II | κ=0(β2<3) | \(f(x)=y_{0}(1-\frac {x^{2}}{a^{2}})^{m}\) | −a≤x≤a |
III | κ=±∞ | \(f(x)=y_{0}(1+\frac {x}{a})^{\gamma {a}}e^{-\gamma {x}}\) | −a≤x<∞ |
V | κ=1 | f(x)=y0x−pe−γ/x | 0<x<∞ |
VII | κ=0(β2>3) | \(f(x)=y_{0}(1+\frac {x^{2}}{a^{2}})^{-m}\) | −∞<x<∞ |