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SDECDFName:
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For
The standard skew double exponential distribution can be
generalized with a location parameter,
![]() in the above formula. The skew double exponential distribution is also known as the skew Laplace distribution.
<SUBSET/EXCEPT/FOR qualification> where <x> is a variable or a parameter; <lambda> is a number of parameter that specifies the value of the shape parameter; <loc> is an optional number or parameter that specifies the value of the location parameter; <scale> is an optional positive number or parameter that specifies the value of the scale parameter; <y> is a variable or a parameter (depending on what <x> is) where the computed skew double exponential cdf value is stored; and where the <SUBSET/EXCEPT/FOR qualification> is optional.
LET Y = SDECDF(X1,LAMBDA) PLOT SDECDF(X,LAMBDA) FOR X = -5 0.1 5
"A Class of Distributions Which Includes the Normal Ones", Azzalini, Scandinavian Journal of Statistics, 12, 171-178.
Y1LABEL Probability X1LABEL X LABEL CASE ASIS TITLE CASE ASIS CASE ASIS Y1LABEL DISPLACEMENT 12 X1LABEL DISPLACEMENT 12 MULTIPLOT 2 2 MULTIPLOT CORNER COORDINATES 0 0 100 95 MULTIPLOT SCALE FACTOR 2 TITLE Lambda = 0 PLOT SDECDF(X,0) FOR X = -5 0.1 5 TITLE Lambda = 1 PLOT SDECDF(X,1) FOR X = -5 0.1 5 TITLE Lambda = 5 PLOT SDECDF(X,5) FOR X = -5 0.1 5 TITLE Lambda = 10 PLOT SDECDF(X,10) FOR X = -5 0.1 5 END OF MULTIPLOT MOVE 50 97 JUSTIFICATIONC CENTER TEXT Skew Double Exponential Distribution ![]()
Date created: 7/7/2004 |