Premium
A CLOSED‐FORM EXPRESSION FOR THE PEARSON TYPE IV DISTRIBUTION FUNCTION
Author(s) -
Willink R.
Publication year - 2008
Publication title -
australian and new zealand journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 1369-1473
DOI - 10.1111/j.1467-842x.2008.00508.x
Subject(s) - mathematics , expression (computer science) , type (biology) , distribution (mathematics) , simple (philosophy) , pearson product moment correlation coefficient , function (biology) , mathematical analysis , statistics , ecology , philosophy , epistemology , computer science , biology , programming language , evolutionary biology
Summary A closed‐form expression is presented for the probability integral of the Pearson Type IV distribution, and a corresponding method of evaluation is given. This analysis addresses a long‐standing gap in the theory of the Pearson system of distributions. In addition, a simple derivation is given of an expression for the normalizing constant in the Type IV integral.