Back to Scipy

Power Normal Distribution

doc/source/tutorial/stats/continuous_powernorm.rst

1.17.1991 B
Original Source

.. _continuous-powernorm:

Power Normal Distribution

A generalization of the normal distribution, with one shape parameter :math:c>0 and support :math:x\geq0.

.. math:: :nowrap:

\begin{eqnarray*} f\left(x;c\right) & = & c\phi\left(x\right)\left(\Phi\left(-x\right)\right)^{c-1}\\
F\left(x;c\right) & = & 1-\left(\Phi\left(-x\right)\right)^{c}\\
G\left(q;c\right) & = & -\Phi^{-1}\left(\left(1-q\right)^{1/c}\right)\end{eqnarray*}

.. math::

 \mu_{n}^{\prime}=\left(-1\right)^{n}\int_{0}^{1}\left[\Phi^{-1}\left(y^{1/c}\right)\right]^{n}dy

.. math:: :nowrap:

\begin{eqnarray*} \mu & = & \mu_{1}^{\prime}\\ \mu_{2} & = & \mu_{2}^{\prime}-\mu^{2}\\ \gamma_{1} & = & \frac{\mu_{3}^{\prime}-3\mu\mu_{2}-\mu^{3}}{\mu_{2}^{3/2}}\\ \gamma_{2} & = & \frac{\mu_{4}^{\prime}-4\mu\mu_{3}-6\mu^{2}\mu_{2}-\mu^{4}}{\mu_{2}^{2}}-3\end{eqnarray*}

For :math:c=1 this reduces to the normal distribution.

Implementation: scipy.stats.powernorm