Evaluate the Pearson IV probability density function (PDF) for real-valued argument x
$$ \frac{1}{f(x)}\frac{df}{dx}=\frac{(x-\lambda)+a_{0}}{b_{0}+b_{1}(x-\lambda)+b_{2}(x-\lambda)^{2}} $$
The Pearson PDF is categorized as type IV when the discriminant b0 +b1 x+b2 x2 has no real roots. The Pearson IV PDF is typically defined in terms of the coefficients a0 ,b0 ,b1 and b2 that depend on the variance σ2 , skewness γ1 , and kurtosis β2 . For a given set of data, users can use fitpearson4pdf to get the necessary parameters such as σ2 , γ1 , and β2 .
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Syntax |
Description |
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f = pearson4pdf(x) |
Returns the Pearson IV probability density function (PDF) for real-valued argument x, equivalent to normal distribution N(0,1). |
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f = pearson4pdf(x,mu,sigma,gamma1,beta2) |
Returns the Pearson IV probability density function (PDF) for real-valued argument x. Please see above for the definition of µ, σ, γ1 , and β2 (β2 =3+δ). |
See Also