law0024.GeneralizedError {PoweR} | R Documentation |
The Generalized Error Distribution
Description
Random generation for the Generalized Error distribution with parameters mu
, sigma
and p
.
This generator is called by function gensample
to create random variables based on its parameters.
Details
If mu
, sigma
and p
are not specified they assume the default values of 0, 1 and 1, respectively.
The Generalized Error distribution with parameters mu =
\mu
, sigma =
\sigma
and p =
p
has density:
\frac{1}{2p^{1/p}\Gamma(1+1/p)\sigma}\exp\left[-\frac{1}{p\sigma^p}|x-\mu|^p\right]
Author(s)
P. Lafaye de Micheaux, V. A. Tran
References
Pierre Lafaye de Micheaux, Viet Anh Tran (2016). PoweR: A Reproducible Research Tool to Ease Monte Carlo Power Simulation Studies for Studies for Goodness-of-fit Tests in R. Journal of Statistical Software, 69(3), 1–42. doi:10.18637/jss.v069.i03
See Also
See Distributions
for other standard distributions.
Examples
res <- gensample(24,10000,law.pars=c(8,6,2))
res$law
res$law.pars
mean(res$sample)
sd(res$sample)