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Added kumaraswamy distribution
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mrwillihog committed Apr 7, 2011
1 parent b05d7bc commit e851db1
Showing 1 changed file with 26 additions and 0 deletions.
26 changes: 26 additions & 0 deletions src/distribution.js
Expand Up @@ -133,6 +133,32 @@ j$.extend( jDist, {
} }
}, },


kumaraswamy : {
pdf : function( x, alpha, beta ) {
return alpha * beta * Math.pow( x, alpha - 1 ) * Math.pow( 1 - Math.pow( x, alpha ), beta - 1 );
},

cdf : function( x, alpha, beta ) {
return ( 1 - Math.pow( 1 - Math.pow( x, alpha ), beta ) );
},

mean : function( alpha, beta ) {
return ( beta * j$.gammafn( 1 + 1 / alpha ) * j$.gammafn( beta ) ) / ( j$.gammafn( 1 + 1 / alpha + beta ) );
},

median : function( alpha, beta ) {
return Math.pow( 1 - Math.pow( 2, -1 / beta ), 1 / alpha );
},

mode : function( alpha, beta ) {
return ( alpha >= 1 && beta >= 1 && ( alpha !== 1 && beta !== 1 ) ) ? Math.pow( ( alpha - 1 ) / ( alpha * beta - 1 ), 1 / alpha ) : undefined;
},

variance: function( alpha, beta ) {
xerror();
}
},

lognormal : { lognormal : {
pdf : function( x, mu, sigma ) { pdf : function( x, mu, sigma ) {
return ( 1 / ( x * sigma * Math.sqrt( 2 * Math.PI ) ) ) * Math.exp( -Math.pow( Math.log( x ) - mu, 2) / ( 2 * sigma*sigma ) ); return ( 1 / ( x * sigma * Math.sqrt( 2 * Math.PI ) ) ) * Math.exp( -Math.pow( Math.log( x ) - mu, 2) / ( 2 * sigma*sigma ) );
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