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U-quadratic distribution

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Continuous probability distribution
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U-quadratic
Probability density function
Plot of the U-Quadratic Density Function
Parameters a :   a ( , ) {\displaystyle a:~a\in (-\infty ,\infty )} {\displaystyle a:~a\in (-\infty ,\infty )}
b :   b ( a , ) {\displaystyle b:~b\in (a,\infty )} {\displaystyle b:~b\in (a,\infty )}
or
α :   α ( 0 , ) {\displaystyle \alpha :~\alpha \in (0,\infty )} {\displaystyle \alpha :~\alpha \in (0,\infty )}
β :   β ( , ) , {\displaystyle \beta :~\beta \in (-\infty ,\infty ),} {\displaystyle \beta :~\beta \in (-\infty ,\infty ),}
Support x [ a , b ] {\displaystyle x\in [a,b]\!} {\displaystyle x\in [a,b]\!}
PDF α ( x β ) 2 {\displaystyle \alpha \left(x-\beta \right)^{2}} {\displaystyle \alpha \left(x-\beta \right)^{2}}
CDF α 3 ( ( x β ) 3 + ( β a ) 3 ) {\displaystyle {\alpha \over 3}\left((x-\beta )^{3}+(\beta -a)^{3}\right)} {\displaystyle {\alpha \over 3}\left((x-\beta )^{3}+(\beta -a)^{3}\right)}
Mean a + b 2 {\displaystyle {a+b \over 2}} {\displaystyle {a+b \over 2}}
Median a + b 2 {\displaystyle {a+b \over 2}} {\displaystyle {a+b \over 2}}
Mode a  and  b {\displaystyle a{\text{ and }}b} {\displaystyle a{\text{ and }}b}
Variance 3 20 ( b a ) 2 {\displaystyle {3 \over 20}(b-a)^{2}} {\displaystyle {3 \over 20}(b-a)^{2}}
Skewness 0 {\displaystyle 0} {\displaystyle 0}
Excess kurtosis 38 21 {\displaystyle -{38 \over 21}} {\displaystyle -{38 \over 21}}
Entropy log ( e 2 3 ( b a ) 3 ) {\displaystyle \log \left({\frac {e^{2 \over 3}(b-a)}{3}}\right)} {\displaystyle \log \left({\frac {e^{2 \over 3}(b-a)}{3}}\right)}
MGF See text
CF See text

In probability theory and statistics, the U-quadratic distribution is a continuous probability distribution defined by a unique convex quadratic function with lower limit a and upper limit b.

f ( x | a , b , α , β ) = α ( x β ) 2 , for  x [ a , b ] . {\displaystyle f(x|a,b,\alpha ,\beta )=\alpha \left(x-\beta \right)^{2},\quad {\text{for }}x\in [a,b].} {\displaystyle f(x|a,b,\alpha ,\beta )=\alpha \left(x-\beta \right)^{2},\quad {\text{for }}x\in [a,b].}

Parameter relations

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This distribution has effectively only two parameters a, b, as the other two are explicit functions of the support defined by the former two parameters:

β = b + a 2 {\displaystyle \beta ={b+a \over 2}} {\displaystyle \beta ={b+a \over 2}}

(gravitational balance center, offset), and

α = 12 ( b a ) 3 {\displaystyle \alpha ={12 \over \left(b-a\right)^{3}}} {\displaystyle \alpha ={12 \over \left(b-a\right)^{3}}}

(vertical scale).

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One can introduce a vertically inverted ( {\displaystyle \cap } {\displaystyle \cap })-quadratic distribution in analogous fashion. That inverted distribution is also closely related to the Epanechnikov distribution.

Applications

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This distribution is a useful model for symmetric bimodal processes. Other continuous distributions allow more flexibility, in terms of relaxing the symmetry and the quadratic shape of the density function, which are enforced in the U-quadratic distribution – e.g., beta distribution and gamma distribution.

Moment generating function

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M X ( t ) = 3 ( e a t ( 4 + ( a 2 + 2 a ( 2 + b ) + b 2 ) t ) e b t ( 4 + ( 4 b + ( a + b ) 2 ) t ) ) ( a b ) 3 t 2 {\displaystyle M_{X}(t)={-3\left(e^{at}(4+(a^{2}+2a(-2+b)+b^{2})t)-e^{bt}(4+(-4b+(a+b)^{2})t)\right) \over (a-b)^{3}t^{2}}} {\displaystyle M_{X}(t)={-3\left(e^{at}(4+(a^{2}+2a(-2+b)+b^{2})t)-e^{bt}(4+(-4b+(a+b)^{2})t)\right) \over (a-b)^{3}t^{2}}}

Characteristic function

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ϕ X ( t ) = 3 i ( e i a t e i b t ( 4 i ( 4 b + ( a + b ) 2 ) t ) ) ( a b ) 3 t 2 {\displaystyle \phi _{X}(t)={3i\left(e^{iate^{ibt}}(4i-(-4b+(a+b)^{2})t)\right) \over (a-b)^{3}t^{2}}} {\displaystyle \phi _{X}(t)={3i\left(e^{iate^{ibt}}(4i-(-4b+(a+b)^{2})t)\right) \over (a-b)^{3}t^{2}}}


Discrete
univariate
with finite
support
with infinite
support
Continuous
univariate
supported on a
bounded interval
supported on a
semi-infinite
interval
supported
on the whole
real line
with support
whose type varies
Mixed
univariate
continuous-
discrete
Multivariate
(joint)
Directional
Degenerate
and singular
Degenerate
Dirac delta function
Singular
Cantor
Families

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