A Five-Parameter Family of Probability Distributions. Revision. 1.

Abstract

A tractable, five-parameter family of continuous, unimodal probability distributions is developed. Special cases include the Bernoulli trial, uniform, power series, exponential, triangular and Laplace (double exponential) distributions. The family has closed-form density function, cumulative distribution function, inverse cumulative distribution function, hazard function, and residual moments. Statistical properties, parameter determination and random variate generation are discussed. Two numerical examples are given. Additional keywords; Input modeling; Monte Carlo method; Process generation; Simulation; Statistical modeling.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1985
Accession Number
ADA158645

Entities

People

  • B. W. Schmelser
  • R. Lal

Organizations

  • Purdue University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Computer Simulations
  • Data Science
  • Demographic Cohorts
  • Distribution Functions
  • Engineering
  • Equations
  • Industrial Engineering
  • Maximum Likelihood Estimation
  • Monte Carlo Method
  • Order Statistics
  • Power Series
  • Probability
  • Probability Distributions
  • Random Variables
  • Simulations
  • Statistics
  • Surveys

Fields of Study

  • Mathematics

Readers

  • Statistical inference.