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Trapezoidal Distribution

doc/source/tutorial/stats/continuous_trapezoid.rst

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.. _continuous-trapezoid:

Trapezoidal Distribution

Two shape parameters :math:c\in[0,1], d\in[0, 1] giving the distances to the first and second modes as a percentage of the total extent of the non-zero portion. The location parameter is the start of the non- zero portion, and the scale-parameter is the width of the non-zero portion. In standard form we have :math:x\in\left[0,1\right].

.. math:: :nowrap:

\begin{eqnarray*}
    u(c, d) & = & \frac{2}{d - c + 1} \\
    f\left(x;c, d\right) & = & \left\{
                                \begin{array}{ccc}
                                    \frac{ux}{c} &  & x < c \\
                                    u & & c\leq x \leq d \\
                                    u\frac{1-x}{1-d} &  & x > d \\
                                \end{array}
                            \right.\\
    F\left(x;c, d\right) & = & \left\{
                                \begin{array}{ccc}
                                    \frac{ux^{2}}{2c} &  & x < c \\
                                    \frac{uc}{2} + u(x-c) &  & c\leq x \leq d \\
                                    1 - \frac{u(1 - x)^2}{2(1 - d)} &  & x > d \\
                                \end{array}
                            \right.\\
    G\left(q;c, d\right) & = & \left\{
                                \begin{array}{ccc}
                                    \sqrt{qc(d-c+1)} &  & q < c \\
                                    \frac{q}{u}+ \frac{c}{2} &  & q \leq d \\
                                    1 - \sqrt{\frac{2(1 - q) (1 - d)}{u}} &  & q > d \\
                                \end{array}
                            \right.
\end{eqnarray*}

Implementation: scipy.stats.trapezoid