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ExpGammaDistribution

ExpGammaDistribution
represents an exp-gamma distribution with shape parameter , scale parameter , and location parameter .
  • The survival function for value in an exp-gamma distribution is proportional to .
Probability density function:
Cumulative distribution function:
Mean and variance:
Median:
Probability density function:
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Cumulative distribution function:
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Mean and variance:
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Median:
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Generate a set of pseudorandom numbers that are exp-gamma distributed:
Compare its histogram to the PDF:
Distribution parameters estimation:
Estimate the distribution parameters from sample data:
Compare a density histogram of the sample with the PDF of the estimated distribution:
Skewness depends only on the shape parameter :
Limiting values:
Kurtosis depends only on the shape parameter :
Limiting values:
Different moments with closed forms as functions of parameters:
Closed form for symbolic order:
Hazard function:
Quantile function:
ExpGammaDistribution can be used to model monthly maximum wind speeds:
Fit the distribution into the data:
Compare the histogram of the data with the PDF of the estimated distribution:
Find the probability of monthly maximum wind exceeding 70 km/h:
Find the average monthly maximum wind speed:
Simulate maximum wind speed for 30 months:
Parameter influence on the CDF for each :
Exp-gamma distribution is closed under translation and scaling by a positive factor:
Relationships to other distributions:
ExpGammaDistribution is a transformation of GammaDistribution:
Exp-gamma distribution is a special case of MinStableDistribution:
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