.DESLib.RandomLib.Variates.Continuous.Johnson

Information

Johnson

Johnson probability distribution function.

Syntax

Johnson(g,alpha1,alpha2,a,b) if bounded (alpha2 > 0) 

Johnson(g,alpha1,alpha2,gamma,beta) if unbounded (alpha2 < 0)

Description

Generates a random variate following the Johnson probability distribution, with parameters alpha1 and alpha2. If alpha2 > 0, for the Johnson bounded distribution, the variate is generated in the interval [a,b]. Otherwise, gamma and beta are the shape parameters.

Examples

 (u,g) := Johnson(g,0.1,0.5,1,4); // bounded
 (u,g) := Johnson(g,0.1,-0.5,1,1); // unbounded

Interface

function Johnson
  extends Var;
end Johnson;