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Parametric Statistical Distributions
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Heavy Tail Distributions
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SinghMaddalaDistribution
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Parametric Statistical Distributions
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SinghMaddalaDistribution
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BUILT-IN MATHEMATICA SYMBOL
BetaPrimeDistribution
ParetoDistribution
DagumDistribution
LogLogisticDistribution
See Also »
|
Heavy Tail Distributions
Summary of New Features in Mathematica 8
New in 8.0: Alphabetical Listing
More About »
SinghMaddalaDistribution
SinghMaddalaDistribution
represents the Singh-Maddala distribution with shape parameters
q
and
a
and scale parameter
b
.
MORE INFORMATION
SinghMaddalaDistribution
is also known as Burr XII distribution.
The probability density for value
in a Singh-Maddala distribution is proportional to
for
.
SinghMaddalaDistribution
allows
q
,
a
, and
b
to be any positive real numbers.
SinghMaddalaDistribution
can be used with such functions as
Mean
,
CDF
, and
RandomVariate
.
EXAMPLES
CLOSE ALL
Basic Examples
(4)
Probability density function:
Cumulative distribution function:
Mean and variance may not be defined for all parameter values:
Median:
Probability density function:
In[1]:=
Out[1]=
In[2]:=
Out[2]=
In[3]:=
Out[3]=
In[4]:=
Out[4]=
Cumulative distribution function:
In[1]:=
Out[1]=
In[2]:=
Out[2]=
In[3]:=
Out[3]=
In[4]:=
Out[4]=
Mean and variance may not be defined for all parameter values:
In[1]:=
Out[1]=
In[2]:=
Out[2]=
Median:
In[1]:=
Out[1]=
Scope
(7)
Generate a set of pseudorandom numbers that are Singh-Maddala distributed:
Compare its histogram to the PDF:
Distribution parameters estimation:
Estimate the distribution parameters from sample data:
Compare the density histogram of the sample with the PDF of the estimated distribution:
Skewness varies with the shape parameters
and
and is defined when
:
Kurtosis is defined when
:
Different moments with closed forms as functions of parameters:
Moment
:
Closed form for symbolic order:
CentralMoment
:
FactorialMoment
:
Cumulant
:
Hazard function:
Quantile function:
Applications
(1)
The number of earthquakes per year can be modeled with
SinghMaddalaDistribution
:
Fit the distribution to the data:
Compare the data histogram with the PDF of the estimated distribution:
Find the probability of at least 60 earthquakes in the U.S. in a year:
Find the mean amount of earthquakes in the U.S. in a year:
Simulate the number of earthquakes per year for the next 30 years:
Properties & Relations
(9)
Parameter influence on the CDF for each
:
Singh-Maddala distribution is closed under scaling by a positive factor:
The family of
SinghMaddalaDistribution
is closed under a minimum:
The hazard function is unimodal for
, and decreasing for
:
The parameter
q
is a scale factor for the hazard function:
Relations to other distributions:
SinghMaddalaDistribution
is a special case of
BetaPrimeDistribution
:
If
has a
SinghMaddalaDistribution
, then
has a
DagumDistribution
:
LogLogisticDistribution
is a special case of
SinghMaddalaDistribution
:
SEE ALSO
BetaPrimeDistribution
ParetoDistribution
DagumDistribution
LogLogisticDistribution
MORE ABOUT
Heavy Tail Distributions
Summary of New Features in
Mathematica
8
New in 8.0: Alphabetical Listing
New in 8