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Question: Statistics: How to create parametric distribution

Question:Statistics: How to create parametric distribution

lu4 30 Maple
statistics parameters distribution
July 11 2011
3

I'm trying to create Skewed Normal distribution with the following PDF

 

sqrt(2)*exp(-(1/2)*(x-mu)^2/sigma^2)*(1/2+(1/2)*erf((1/2)*(alpha*x-mu)*sqrt(2)/sigma))/(sqrt(Pi)*sigma)

 

I'm using the following command for that (referenced from http://en.wikipedia.org/wiki/Skew_normal_distribution):

SkewedNormal := Distribution(PDF = unapply(2*phi(x, mu, sigma)*Phi(alpha*x, mu, sigma), x, mu, sigma, alpha))

This command executes without errors, the same as the following command:

R := RandomVariable(SkewNormal)

but the problems start when I try to do the following:

CDF(R,x)

> Error, (in Statistics:-CDF) invalid input: q uses a 3rd argument, sigma, which is missing

Ok, I add the third parameter: 

CDF(R,x,y)

> Error, (in Statistics:-CDF) unexpected parameters: y

If you try previously to init random variable the following way:

R := RandomVariable(SkewNormal(mu, sigma))

> Error, (in Statistics:-Distribution) invalid input: IsKnownDistribution expects its 1st argument, dn, to be of type

name, but received module () export Conditions, PDF, Type; option Distribution, Continuous; end module

How do you create parametric distribution in Maple 14?

Thank you

 

 

 

 

 

 

 

 

 

 
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