Probabilities.JohnsonUBCDF Method

Overload List

#SignatureDescription
1procedure JohnsonUBCDF(const X: TDenseMtxVec; gamma: Double; delta: Double; Lambda: Double; xi: Double; const Res: TDenseMtxVec);Johnson unbounded (SU) distribution CDF (vectorized).
2function JohnsonUBCDF(x: Double; gamma: Double; delta: Double; Lambda: Double; xi: Double): Double;Johnson unbounded (S_U) cumulative distribution function (CDF).

Overload 1: procedure JohnsonUBCDF(const X: TDenseMtxVec; gamma: Double; delta: Double; Lambda: Double; xi: Double; const Res: TDenseMtxVec);

Johnson unbounded (SU) distribution CDF (vectorized).

#NameDescription
1XDefines distribution domain, vector or matrix with real values.
2gammaDistribution shape parameter, real value.
3deltaDistribution shape parameter, real positive value.
4LambdaDistribution scale parameter, real positive value.
5xiDistribution location parameter, real value.
6ResAfter calculation stores the CDF calculated from X, agmma, delta, Lambda and xi. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.

Result: stored in self (calling object)

Overload 2: function JohnsonUBCDF(x: Double; gamma: Double; delta: Double; Lambda: Double; xi: Double): Double;

Johnson unbounded (S_U) cumulative distribution function (CDF).

#NameDescription
1xFunction domain, real value (unbounded support, all real x).
2gammaDistribution shape parameter, real value.
3deltaDistribution shape parameter, real positive value (delta>0).
4LambdaDistribution scale parameter, real positive value (Lambda>0).
5xiDistribution location parameter, real value.

Returns: Double - the Johnson unbounded (S_U) CDF for shape parameters gamma, delta, scale Lambda and location xi. Returns NaN if Lambda<=0 or delta<=0.

Remarks:

With z=(x-xi)/lambda and Phi the standard normal CDF,

CDF(x | gamma,delta,lambda,xi) = Phi[gamma+deltaln(z+sqrt(1+z^2))] , z=(x-xi)/lambda .

Equivalent to scipy.stats johnsonsu(a=gamma, b=delta, loc=xi, scale=Lambda); monotone non-decreasing on all real x. Returns NaN for Lambda<=0 or delta<=0.

See Also: Probabilities.JohnsonUBPDF, Probabilities.JohnsonUBCDFInv