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[X≤x]
otherwise, 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)=abxa−1(1−xa)b−1f(x)=a∗b∗x(a−1)∗(1−xa)(b−1)
Cumulative distribution function
F(x)=1−(1−xa)bF(x)=1−(1−xa)b
Quantile function
F−1(p)=1−(1−p1/b)1/aF−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.