DavisDistribution[b,n,μ]
表示尺度参数为 b、形状参数为 n 以及定位参数为 μ 的戴维斯分布.
DavisDistribution
DavisDistribution[b,n,μ]
表示尺度参数为 b、形状参数为 n 以及定位参数为 μ 的戴维斯分布.
更多信息
- 在戴维斯分布中,当
时,值
的概率密度与 
成正比. - DavisDistribution 允许 b 为任意正实数,μ 为任意非负实数,且
. - DavisDistribution 允许 μ 和 b 为具有任意单位量纲的任意量,同时,允许 n 为无量纲量. »
- DavisDistribution 可与 Mean、CDF 和 RandomVariate 等函数联合使用.
背景
- DavisDistribution[b,n,μ] 表示定义在区间
上的连续统计分布,参数为值 b、n 和 μ. 参数 b(称为“尺度参数”的正实数)和 n(称为“形状参数”的正实数
)共同决定戴维斯分布的概率密度函数(PDF)的整体高度和坡度. 非负实数 “位置参数” μ 决定 PDF 的水平位置. 戴维斯分布的 PDF 是单峰,尾部较“厚”,对于
的较大值,PDF 呈代数级降低,而不是指数级降低. - 戴维斯分布得名于美国数学家和统计学家 Harold Davis,他在20世纪40年代提出将它作为收入规模和分布的替代模型. 戴维斯分布也是普朗克定律从统计物理学的推广.
- RandomVariate 可用于给出一个或多个机器精度或任意精度(后者通过 WorkingPrecision 选项)的戴维斯分布的伪随机变元. Distributed[x,DavisDistribution[b,n,μ]],更简洁的表示为 xDavisDistribution[b,n,μ],可用于论断随机变量 x 服从戴维斯分布. 然后这类论断可用于诸如 Probability、NProbability、Expectation 和 NExpectation 等函数中.
- 概率密度和累积分布函数可以通过使用 PDF[DavisDistribution[b,n,μ],x] 和CDF[DavisDistribution[b,n,μ],x] 给出. 均值、中位数、方差、原始矩和中心矩可以分别使用 Mean、Median、Variance、Moment 和 CentralMoment 计算.
- DistributionFitTest 可用于检验给定的数据集是否与戴维斯分布相一致, EstimatedDistribution 可用于通过给定数据估计戴维斯参数分布,而 FindDistributionParameters 可用于将数据拟合为戴维斯分布. ProbabilityPlot 可用于生成已知数据相对于符号式戴维斯分布的 CDF 图形,而 QuantilePlot 可用于生成已知数据相对于符号式戴维斯分布的分位数的分位数图形.
- TransformedDistribution 可用于表示戴维斯分布的变换,CensoredDistribution 可用于表示在上限和下限值之间删失值的分布,TruncatedDistribution 可用于表示在上限和下限值之间截断值的分布. CopulaDistribution 可用于构建包含戴维斯分布的更高维分布,而 ProductDistribution 可用于计算独立分量分布涉及戴维斯分布的联合分布.
- DavisDistribution 与若干其他分布相关. 例如,DavisDistribution 的长期衰退是ParetoDistribution 的渐进, 这与它具有厚尾一致. 定性地说,DavisDistribution 与其它很多也用于模拟收入的分布有关,包括 BetaPrimeDistribution、DagumDistribution、LogLogisticDistribution 和 BeniniDistribution. DavisDistribution 也与BenktanderGibratDistribution 和 BenktanderWeibullDistribution 有关.
范例
打开所有单元 关闭所有单元基本范例 (3)
Plot[Table[PDF[DavisDistribution[b, 2, 1], x], {b, {2, 3, 4}}]//Evaluate, {x, 1.1, 6}, Filling -> Axis]Plot[Table[PDF[DavisDistribution[4, n, 1], x], {n, {2, 2.5, 3}}]//Evaluate, {x, 1.1, 6}, Filling -> Axis]PDF[DavisDistribution[b, n, μ], x]Plot[Table[CDF[DavisDistribution[b, 2, 1], x], {b, {2, 3, 4}}]//Evaluate, {x, 1.1, 6}, Filling -> Axis]Plot[Table[CDF[DavisDistribution[4, n, 1], x], {n, {2, 2.5, 3}}]//Evaluate, {x, 1.1, 6}, Filling -> Axis]Mean[DavisDistribution[b, n, μ]]Variance[DavisDistribution[b, n, μ]]范围 (8)
data = RandomVariate[dist = DavisDistribution[13.2, 12, 0], 10 ^ 5];Show[
Histogram[data, {0, 3, .15}, "PDF"],
Plot[PDF[TruncatedDistribution[{0, 3}, dist], x], {x, Min[data], Max[data]}, PlotStyle -> Thick, PlotRange -> All]]sample = RandomVariate[DavisDistribution[13, 10, 1], 10 ^ 3];edist = EstimatedDistribution[sample, DavisDistribution[b, n, μ]]Show[Histogram[sample, 20, "PDF"], Plot[PDF[edist, x], {x, Min[sample], Max[sample]}, PlotStyle -> Thick]]Plot[Skewness[DavisDistribution[b, n, μ]], {n, 4, 10}]Skewness[DavisDistribution[b, n, μ]]Plot[Kurtosis[DavisDistribution[b, n, μ]], {n, 5, 10}]Kurtosis[DavisDistribution[b, n, μ]]FormulaGrid[list_, type_] := Grid[...]FormulaGrid[Table[Moment[DavisDistribution[b, n, μ], r]//Together, {r, 3}], M]FormulaGrid[Table[CentralMoment[DavisDistribution[b, n, μ], r]//FullSimplify, {r, 3}], CM]FormulaGrid[Table[FactorialMoment[DavisDistribution[b, n, μ], r]//FullSimplify, {r, 3}], FM]FormulaGrid[Table[Cumulant[DavisDistribution[b, n, μ], r]//FullSimplify, {r, 3}], C]Plot[Table[HazardFunction[DavisDistribution[b, 2, 0], x], {b, {1, 2, 3}}]//Evaluate, {x, 0.1, 4}, Filling -> Axis]Plot[Table[HazardFunction[DavisDistribution[2, n, 0], x], {n, {2, 3, 4}}]//Evaluate, {x, 0.1, 4}, Filling -> Axis]Plot[Table[Quantile[DavisDistribution[b, 2, 0], q], {b, {1, 2, 3}}]//Evaluate, {q, 0, 1}, Filling -> Axis]Plot[Table[Quantile[DavisDistribution[2, n, 0], q], {n, {2, 3, 4}}]//Evaluate, {q, 0, 1}, Filling -> Axis]在参数中一致地使用 Quantity 可获得 QuantityDistribution:
salary𝒟 = DavisDistribution[Quantity[196500, "USDollars"], 4.54, Quantity[3600., "USDollars"]]Median[salary𝒟]应用 (2)
DavisDistribution 可以用于对收入建模:
ExampleData[{"Statistics", "UniversitySalaries"}, "ColumnDescriptions"]universityA = Cases[ExampleData[{"Statistics", "UniversitySalaries"}], {dept_, perc_, salary_, campus : "A"} :> {perc, salary}];salaries = Quantity[Cases[universityA, {p_ ? Positive, s_ ? Positive} :> s / p], "USDollars"];edist = EstimatedDistribution[salaries, DavisDistribution[b, n, μ], {{b, QuartileDeviation[salaries]}, {n, 5}, {μ, Min[salaries] / 2}}]Show[Histogram[salaries, {10000, 200000, 10000}, "PDF", AxesLabel -> Automatic], Plot[PDF[edist, Quantity[x, "USDollars"]], {x, 10000, 200000}, PlotStyle -> Thick]]Mean[edist]NProbability[x ≤ Quantity[30000, "USDollars"], xedist]NProbability[x ≥ Quantity[150000, "USDollars"], xedist]Median[edist]ListPlot[{RandomVariate[edist, 100], {{0, Median[edist]}, {100, Median[edist]}}}, Filling -> {1 -> Axis}, Joined -> {False, True}, AxesOrigin -> {0, 20000}, AxesLabel -> Automatic]DavisDistribution 可用于对州人均收入建模:
data = ExampleData[{"Statistics", "USStateIncome"}]incomes = MapAt[Quantity[#, "USDollars"]&, data, {All, 2}];
incomeValues = Part[incomes, All, 2];edist = EstimatedDistribution[incomeValues, DavisDistribution[b, n, μ], ParameterEstimator -> {"MaximumLikelihood", Method -> "FindMaximum"}]Show[Histogram[incomeValues, 15, "PDF", AxesLabel -> Automatic], Plot[PDF[edist, Quantity[x, "USDollars"]], {x, 20000, 48000}, PlotStyle -> Thick]]meanIncome = Mean[edist]Cases[incomes, {s_, inc_} /; Abs[inc - meanIncome] < Quantity[400, "USDollars"]]medianIncome = Median[edist]Cases[incomes, {s_, inc_} /; Abs[inc - medianIncome] < Quantity[400, "USDollars"]]LogLikelihood[edist, incomeValues]属性和关系 (1)
巧妙范例 (1)
dist = DavisDistribution[b, 2, 1];
cdf = Function[{x, b}, Evaluate[CDF[dist, x]]];
ql = {0.025, 0.10, 0.25, 0.5, 0.75, 0.90, 0.975};
cl = Table[ColorData["Rainbow"][q], {q, Join[{0.0}, ql]}];Legended[Plot3D[PDF[dist, x], {x, 1.1, 60}, {b, 2, 4}, PlotTheme -> "Marketing", MeshFunctions -> {cdf}, Mesh -> {ql}, MeshStyle -> GrayLevel[0.8], MeshShading -> cl, AxesLabel -> Automatic, BaseStyle -> Opacity[0.9], ImageSize -> 400, PlotRange -> All, PlotPoints -> 100], BarLegend["Rainbow", ql, LegendLabel -> "prob"]]相关指南
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- 重尾分布
文本
Wolfram Research (2010),DavisDistribution,Wolfram 语言函数,https://reference.wolfram.com/language/ref/DavisDistribution.html (更新于 2016 年).
CMS
Wolfram 语言. 2010. "DavisDistribution." Wolfram 语言与系统参考资料中心. Wolfram Research. 最新版本 2016. https://reference.wolfram.com/language/ref/DavisDistribution.html.
APA
Wolfram 语言. (2010). DavisDistribution. Wolfram 语言与系统参考资料中心. 追溯自 https://reference.wolfram.com/language/ref/DavisDistribution.html 年
BibTeX
@misc{reference.wolfram_2026_davisdistribution, author="Wolfram Research", title="{DavisDistribution}", year="2016", howpublished="\url{https://reference.wolfram.com/language/ref/DavisDistribution.html}", note=[Accessed: 11-September-2026]}
BibLaTeX
@online{reference.wolfram_2026_davisdistribution, organization={Wolfram Research}, title={DavisDistribution}, year={2016}, url={https://reference.wolfram.com/language/ref/DavisDistribution.html}, note=[Accessed: 11-September-2026]}