dig.kotz {ig} | R Documentation |
Compute the probabilility density function of inverse Gaussian distribution generated from the Kotz distribution with parameters q
, r
and s
.
dig.kotz(t, mu, lambda, parameters = c(1, 1, 1), log = FALSE)
t |
Vector of observations. |
mu |
Mean. |
lambda |
Scale parameter. |
parameters |
Parameters of the Kotz distribution. |
log |
Logical; if TRUE, probabilities p are given as log(p). |
The IGTD has pdf given by
f_T(t)=f_Z(a_{t}) sqrt{λ}/sqrt{t^{3}},
with t > 0, μ>0 and λ>0, where f_Z(cdot)= c,g(cdot) is the pdf of the Kotz distribution a_{t} = a_{t}(μ,λ) = sqrt{λ/μ} [sqrt{t/μ} - sqrt{μ/t}].
dig.kotz()
gives the pdf of an IGTD generated from the Kotz kernel.
Víctor Leiva <victor.leiva@uv.cl>, Hugo Hernández <hugo.hernandez@msn.com>, and Antonio Sanhueza <asanhue@ufro.cl>.
Sanhueza, A., Leiva, V. and Balakrishnan, N. (2007). A new class of inverse Gaussian type distributions. Metrika (in press).
x<-seq(-3,3,by=0.01) y<-dig.kotz(x,1.0,1.0,c(1,2,3)) plot(x,y,type="l",xlab="x",ylab="f(x)")