Slash distribution

MR-dice-icon.png Download a pdf copy of this help file  here

See also: Skew Normal distribution

image1314.gif




Format: VoseSlash(
mode,scale, U)

Slash equations

The Slash distribution is a continuous unbounded distribution developed as a deviation to the Normal distribution to allow for fatter tails kurtosis by altering the κ parameter, as illustrated in the plot below. When κ=0 the distribution reduces to a Normal(μ,σ).

image1384.gif

 

Uses

The Slash distribution can be used to fit to data that are approximately Normal but have a kurtosis > 3. i.e. greater than the Normal distribution. The Slash can readily be compared to a Normal since they share the same mean μ and standard deviation σ parameters.

Comments

The range of possible kurtosis values lies within [3,6] equating to excess kurtosis values of 0 and 3 respectively.

 

VoseFunctions for this distribution

VoseSlash generates values from this distribution or calculates a percentile. Professional and Industrial editions only.

VoseSlashObject constructs a distribution object for this distribution. Professional and Industrial editions only.

VoseSlashProb returns the probability density or cumulative distribution function for this distribution. Professional and Industrial editions only.

VoseSlashProb10 returns the log10 of the probability density or cumulative distribution function. Professional and Industrial editions only.

VoseSlashFit generates values from this distribution fitted to data, or calculates a percentile from the fitted distribution. Professional and Industrial editions only.

VoseSlashFitObject constructs a distribution object of this distribution fitted to data. Professional and Industrial editions only.

VoseSlashFitP returns the parameters of this distribution fitted to data. Professional and Industrial editions only.