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bundles / scipy 1.17.1 / scipy / stats / _continuous_distns / kappa4_gen

class

scipy.stats._continuous_distns:kappa4_gen

source: /scipy/stats/_continuous_distns.py :7213

Signature

class   kappa4_gen ( momtype = 1 a = None b = None xtol = 1e-14 badvalue = None name = None longname = None shapes = None seed = None )

Members

Summary

Kappa 4 parameter distribution.

Extended Summary

%(before_notes)s

Notes

The probability density function for kappa4 is:

if and are not equal to 0.

If or are zero then the pdf can be simplified:

and :

kappa4.pdf(x, h, k) = (1.0 - k*x)**(1.0/k - 1.0)*
                      exp(-(1.0 - k*x)**(1.0/k))

and :

kappa4.pdf(x, h, k) = exp(-x)*(1.0 - h*exp(-x))**(1.0/h - 1.0)

and :

kappa4.pdf(x, h, k) = exp(-x)*exp(-exp(-x))

kappa4 takes and as shape parameters.

The kappa4 distribution returns other distributions when certain and values are used.

+------+-------------+----------------+------------------+
| h    | k=0.0       | k=1.0          | -inf<=k<=inf     |
+======+=============+================+==================+
| -1.0 | Logistic    |                | Generalized      |
|      |             |                | Logistic(1)      |
|      |             |                |                  |
|      | logistic(x) |                |                  |
+------+-------------+----------------+------------------+
|  0.0 | Gumbel      | Reverse        | Generalized      |
|      |             | Exponential(2) | Extreme Value    |
|      |             |                |                  |
|      | gumbel_r(x) |                | genextreme(x, k) |
+------+-------------+----------------+------------------+
|  1.0 | Exponential | Uniform        | Generalized      |
|      |             |                | Pareto           |
|      |             |                |                  |
|      | expon(x)    | uniform(x)     | genpareto(x, -k) |
+------+-------------+----------------+------------------+
  • There are at least five generalized logistic distributions. Four are described here: https://en.wikipedia.org/wiki/Generalized_logistic_distribution The "fifth" one is the one kappa4 should match which currently isn't implemented in scipy: https://en.wikipedia.org/wiki/Talk:Generalized_logistic_distribution https://www.mathwave.com/help/easyfit/html/analyses/distributions/gen_logistic.html

  • This distribution is currently not in scipy.

Aliases

  • scipy.stats._continuous_distns.kappa4_gen