Kumaraswamy function

Kumaraswamy distribution

Kumaraswamy distribution

Density, distribution function, quantile function and random generation for the Kumaraswamy distribution.

dkumar(x, a = 1, b = 1, log = FALSE) pkumar(q, a = 1, b = 1, lower.tail = TRUE, log.p = FALSE) qkumar(p, a = 1, b = 1, lower.tail = TRUE, log.p = FALSE) rkumar(n, a = 1, b = 1)

Arguments

  • x, q: vector of quantiles.

  • a, b: positive valued parameters.

  • log, log.p: logical; if TRUE, probabilities p are given as log(p).

  • lower.tail: logical; if TRUE (default), probabilities are P[Xx]P[X \le x]

    otherwise, P[X>x]P[X > x].

  • p: vector of probabilities.

  • n: number of observations. If length(n) > 1, the length is taken to be the number required.

Details

Probability density function

f(x)=abxa1(1xa)b1f(x)=abx(a1)(1xa)(b1) f(x) = abx^{a-1} (1-x^a)^{b-1}f(x) = a*b*x^(a-1)*(1-x^a)^(b-1)

Cumulative distribution function

F(x)=1(1xa)bF(x)=1(1xa)b F(x) = 1-(1-x^a)^bF(x) = 1-(1-x^a)^b

Quantile function

F1(p)=1(1p1/b)1/aF1(p)=1(1p(1/b))(1/a) F^{-1}(p) = 1-(1-p^{1/b})^{1/a}F^-1(p) = 1-(1-p^(1/b))^(1/a)

Examples

x <- rkumar(1e5, 5, 16) hist(x, 100, freq = FALSE) curve(dkumar(x, 5, 16), 0, 1, col = "red", add = TRUE) hist(pkumar(x, 5, 16)) plot(ecdf(x)) curve(pkumar(x, 5, 16), 0, 1, col = "red", lwd = 2, add = TRUE)

References

Jones, M. C. (2009). Kumaraswamy's distribution: A beta-type distribution with some tractability advantages. Statistical Methodology, 6, 70-81.

Cordeiro, G.M. and de Castro, M. (2009). A new family of generalized distributions. Journal of Statistical Computation & Simulation, 1-17.

  • Maintainer: Tymoteusz Wolodzko
  • License: GPL-2
  • Last published: 2023-11-30