Information Technology Reference
In-Depth Information
18. Lognorm distribution.
PDF: f ( x ; μ, σ )=
2 π e (ln x μ ) 2
1
; x> 0 ,σ> 0.
2 σ 2
V :( e σ 2
1) e 2 μ + σ 2 ; β> 2.
1+ln(2 πσ 2 )
2
H :
+ μ .
19. Maxwell-Boltzmann distribution.
PDF: f ( x ; a )= π x 2 e x 2 / (2 a 2 )
; x
0 ,a> 0.
a 3
V : a 2 (3 π− 8 π .
H : (no known formula)
Comment: a special case of the Gamma distribution.
20. Pareto distribution (also known as Power law distribution).
PDF: f ( x ; α, x m )= αx m
x α +1 ; x>x m ,α,x m > 0.
αx 2 m
V :
2) ,α> 2.
( α
1) 2 ( α
H :ln x m
1
1.
Comment: a special case of Pearson Type XI distribution
α
21. Pearson Type II distribution.
PDF: f ( x ; a, m )=
a πΓ ( m +1) 1
m
Γ ( m + 2 )
x 2
a 2
; x
[
a, a ] ,a> 0 ,m>
1.
a 2 Γ ( m + 2 )
Γ ( m + 2 )
1
2
V :
; m> 5 / 2 .
Γ ( m + 2 )
4 Γ ( m + 2 ) ma 1 2 m (ln 2 1)
a πΓ ( m +1)
H :
ln
a πΓ ( m +1)
; m> 3 / 2 .
Comment: H ( V ) is USF only for fixed m .
22. Pearson Type IV distribution.
PDF: f ( x ; k, a, m )= K (1 + ( x/a ) 2 ) −m exp(
k atan( x/a )); x
R
; a, k >
0 ,m> 1 / 2.
V :
a 2
r 2 ( r− 1) ( r 2 +1)for k =1; r =2 m
2 ,m> 3 / 2.
I ( r )
F ( r ) +ln a +ln F ( r ).
with F ( r )= π/ 2
H :
I ( r )= π/ 2
−π/ 2 e −θ cos r ( θ ) and
−π/ 2 e −θ cos r ( θ )(( r +
θ ) .
23. Pearson Type V distribution (also known as Inverse-Gamma distri-
bution).
PDF: f ( x ; α, β )= β α
2) ln cos θ
1
x α +1 exp(
β/x ) ( α ); x> 0; α, β > 0.
V : β 2 / [( α
1) 2 ( α
2)].
H : α +ln( βΓ ( α ))
(1 + α ) ψ ( α ).
24. Pearson Type VII distribution.
PDF: f ( x ; a, m )= K 1+ x 2
a 2
−m
with K = a π Γ ( m− 1 / 2)
Γ ( m )
; x
R
; a
=
0 ,m> 1 / 2.
Search WWH ::




Custom Search