udpowerexp function

UNU.RAN object for Powerexponential distribution

Create UNU.RAN object for a Powerexponential (Subbotin) distribution with shape parameter shape.

[Distribution] -- Powerexponential (Subbotin).

udpowerexp(shape, lb=-Inf, ub=Inf)

Arguments

• shape: (strictly positive) shape parameter.
• lb: lower bound of (truncated) distribution.
• ub: upper bound of (truncated) distribution.

Details

The Powerexponential distribution with parameter shape

$= t$ has density

for all $x$ and $t > 0$. (Here $Gamma(a)$ is the function implemented by 's gamma() and defined in its help.)

The domain of the distribution can be truncated to the interval (lb,ub).

Returns

An object of class "unuran.cont".

See Also

unuran.cont.

References

N.L. Johnson, S. Kotz, and N. Balakrishnan (1995): Continuous Univariate Distributions, Volume 2. 2nd edition, John Wiley & Sons, Inc., New York. Chap. 24, p. 195.

Author(s)

Josef Leydold and Wolfgang H"ormann unuran@statmath.wu.ac.at .

Note

This function is wrapper for the UNU.RAN class in .

Examples

## Create distribution object for powerexponential distribution
distr <- udpowerexp(shape=4)
## Generate generator object; use method PINV (inversion)
gen <- pinvd.new(distr)
## Draw a sample of size 100
x <- ur(gen,100)