-
Notifications
You must be signed in to change notification settings - Fork 1
/
Copy pathPropertiesTableBetaLogistic.tex
48 lines (45 loc) · 1.9 KB
/
PropertiesTableBetaLogistic.tex
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
% !TEX encoding = UTF-8 Unicode
% !TEX root = FieldGuide.tex
\begin{table*}[p]
\caption[Beta-logistic distribution -- Properties]{Properties of the beta-logistic distribution}
\begin{align*}
\text{\hyperref[PropertiesSec]{Properties}} \quad& \\
\text{notation} \quad & \op{BetaLogistic}(x\given \pLoc,\pScale,\alpha,\gamma)
\checked
\\
\text{PDF}\quad &
\frac{1}{B(\alpha, \gamma) \Left| \pScale\Right|}
\frac{e^{-\alpha \frac{x-\pLoc}{\pScale} }} { \Left(1 + e^{-\frac{x-\pLoc}{\pScale} }\Right)^{\alpha+\gamma} }
\checked
\\
\text{CDF / CCDF} \quad &
\frac{B\big(\gamma, \alpha ; ( 1+e^{-\frac{x-\pLoc}{\pScale}} )^{-1} \big) }{B(\alpha,\gamma)}
& \pScale>0 \, \big/ \, \pScale<0 \checked
\text{ \cite{\self}} \\
& \qquad = I\big( \gamma, \alpha; ( 1+e^{-\frac{x-\pLoc}{\pScale}} )^{-1} \big) \checked
\\
\text{parameters}\quad & \pLoc,\ \pScale,\ \alpha, \gamma \text{ in } \mathbb{R} \checked \\
& \alpha,\ \gamma >0 \checked
\\
\text{support} \quad & x \in [-\infty,+\infty] \checked
\\
%\text{median} \quad & \cdots
%\\
%\text{mode} \quad & \cdots
%\\
\text{mean} \quad & \pLoc +\pScale [ \psi(\gamma)-\psi(\alpha) ] \checked %\cite{McDonnald1991} Has difference in scale sign
\\
\text{variance} \quad & \pScale^2 [\psi_1(\alpha) + \psi_1(\gamma) ] \checked %\cite{McDonnald1991}
\\
\text{skew} \quad & \op{sgn}(\lambda)\ \frac{ \psi_2(\gamma) - \psi_2(\alpha)}{[\psi_1(\alpha) + \psi_1(\gamma)]^{3/2}} \checked
\\
\text{ex. kurtosis} \quad & \frac{\psi_3(\alpha) + \psi_3(\gamma)}{[\psi_1(\alpha) + \psi_1(\gamma)]^{2}} \checked
\\
%\text{entropy} \quad & \cdots
%\\
\text{MGF} \quad & e^{ \pLoc t}\frac{\Gamma(\alpha-\pScale t) \Gamma(\gamma+\pScale t)}{\Gamma(\alpha)\Gamma(\gamma)}
& \text{\cite{Johnson1995}} \checked
\\
\text{CF} \quad & e^{i \pLoc t} \frac{\Gamma(\alpha+ i \pScale t) \Gamma(\gamma-i \pScale t)}{\Gamma(\alpha)\Gamma(\gamma)} \checked
\end{align*}
\end{table*}