Kumaraswamy normal distribution {dprop}

Compute the distributional properties of the Kumaraswamy normal distribution

Description

Compute the first four ordinary moments, central moments, mean, and variance, Pearson's coefficient of skewness and kurtosis, coefficient of variation, median and quartile deviation based on the selected parametric values of the Kumaraswamy normal distribution.

Usage

d_kumnorm(mu, sigma, a, b)

Arguments

mu

The location parameter of the normal distribution (\mu\in\left(-\infty,+\infty\right)).

sigma

The strictly positive scale parameter of the normal distribution (\sigma > 0).

a

The strictly positive shape parameter of the Kumaraswamy distribution (a > 0).

b

The strictly positive shape parameter of the Kumaraswamy distribution (b > 0).

Details

The following is the probability density function of the Kumaraswamy normal distribution:

f(x)=\frac{ab}{\sigma}\phi\left(\frac{x-\mu}{\sigma}\right)\left[\Phi\left(\frac{x-\mu}{\sigma}\right)\right]^{a-1}\left[1-\Phi\left(\frac{x-\mu}{\sigma}\right)^{a}\right]^{b-1},

where x\in\left(-\infty,+\infty\right), \mu\in\left(-\infty,+\infty\right), \sigma > 0, a > 0 and b > 0. The functions \phi(.) and \Phi(.) , denote the probability density function and cumulative distribution function of the standard normal variable, respectively.

Value

d_kumnorm gives the first four ordinary moments, central moments, mean, and variance, Pearson's coefficient of skewness and kurtosis, coefficient of variation, median and quartile deviation based on the selected parametric values of the Kumaraswamy normal distribution.

Author(s)

Muhammad Imran.

R implementation and documentation: Muhammad Imran [e-mail].

References

Cordeiro, G. M., & de Castro, M. (2011). A new family of generalized distributions. Journal of Statistical Computation and Simulation, 81(7), 883-898.

See Also

d_kburr, d_kexp, d_kum

Examples

d_kumnorm(0.2,0.2,2,2)