bad29210创建于 2022年6月25日历史提交

Exponentially modified normal distribution

The probability density function for the exponentially modified Normal distribution is

.. math::

f(x, k) = \frac{1}{2k} \exp\left(\frac{1}{2 k^2} - x / k \right)
              \text{erfc}\left(-\frac{x - 1/k}{\sqrt{2}}\right)

for :math:k>0. Here :math:k is a shape parameter.

The following plots show the pdf and cdf:

.. image:: ../../../../tests/imgs/stats/continuous/exponnorm/exponnormpdf.png :align: center :width: 480

.. image:: ../../../../tests/imgs/stats/continuous/exponnorm/exponnormcdf.png :align: center :width: 480