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The Johnson SU distribution

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Distribution name

Johnson SU distribution

Common notation

 or

Parameters

 = shape parameter

 = shape parameter ()

 = location parameter

 = scale parameter ()

Domain

Probability density function

where

Note

Cumulative distribution function

Mean

where  and

Variance

Skewness

where

(Excess) kurtosis

where

 

Nematrian web functions

 

Functions relating to the above distribution may be accessed via the Nematrian web function library by using a DistributionName of “johnsonsu”. For details of other supported probability distributions see here.

 


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