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U-quadratic
Probability density function
Parameters
a
:
a
∈
(
−
∞
,
∞
)
{\displaystyle a:~a\in (-\infty ,\infty )}
b
:
b
∈
(
a
,
∞
)
{\displaystyle b:~b\in (a,\infty )}
or
α
:
α
∈
(
0
,
∞
)
{\displaystyle \alpha :~\alpha \in (0,\infty )}
β
:
β
∈
(
−
∞
,
∞
)
,
{\displaystyle \beta :~\beta \in (-\infty ,\infty ),}
Support
x
∈
[
a
,
b
]
{\displaystyle x\in [a,b]\!}
PDF
α
(
x
−
β
)
2
{\displaystyle \alpha \left(x-\beta \right)^{2}}
CDF
α
3
(
(
x
−
β
)
3
+
(
β
−
a
)
3
)
{\displaystyle {\alpha \over 3}\left((x-\beta )^{3}+(\beta -a)^{3}\right)}
Mean
a
+
b
2
{\displaystyle {a+b \over 2}}
Median
a
+
b
2
{\displaystyle {a+b \over 2}}
Mode
a
and
b
{\displaystyle a{\text{ and }}b}
Variance
3
20
(
b
−
a
)
2
{\displaystyle {3 \over 20}(b-a)^{2}}
Skewness
0
{\displaystyle 0}
Excess kurtosis
3
112
(
b
−
a
)
4
{\displaystyle {3 \over 112}(b-a)^{4}}
Entropy
TBD MGF
See text CF
See text
In probability theory and statistics , the U-quadratic distribution is a continuous probability distribution defined by a unique convex quadratic function with lower limit a and upper limit b .
f
(
x
|
a
,
b
,
α
,
β
)
=
α
(
x
−
β
)
2
,
for
x
∈
[
a
,
b
]
.
{\displaystyle f(x|a,b,\alpha ,\beta )=\alpha \left(x-\beta \right)^{2},\quad {\text{for }}x\in [a,b].}
Parameter relations [ edit ] This distribution has effectively only two parameters a , b , as the other two are explicit functions of the support defined by the former two parameters:
β
=
b
+
a
2
{\displaystyle \beta ={b+a \over 2}}
(gravitational balance center, offset), and
α
=
12
(
b
−
a
)
3
{\displaystyle \alpha ={12 \over \left(b-a\right)^{3}}}
(vertical scale).
Related distributions [ edit ] One can introduce a vertically inverted (
∩
{\displaystyle \cap }
Applications [ edit ] This distribution is a useful model for symmetric bimodal processes. Other continuous distributions allow more flexibility, in terms of relaxing the symmetry and the quadratic shape of the density function, which are enforced in the U-quadratic distribution – e.g., beta distribution and gamma distribution .
Moment generating function [ edit ]
M
X
(
t
)
=
−
3
(
e
a
t
(
4
+
(
a
2
+
2
a
(
−
2
+
b
)
+
b
2
)
t
)
−
e
b
t
(
4
+
(
−
4
b
+
(
a
+
b
)
2
)
t
)
)
(
a
−
b
)
3
t
2
{\displaystyle M_{X}(t)={-3\left(e^{at}(4+(a^{2}+2a(-2+b)+b^{2})t)-e^{bt}(4+(-4b+(a+b)^{2})t)\right) \over (a-b)^{3}t^{2}}}
Characteristic function [ edit ]
ϕ
X
(
t
)
=
3
i
(
e
i
a
t
e
i
b
t
(
4
i
−
(
−
4
b
+
(
a
+
b
)
2
)
t
)
)
(
a
−
b
)
3
t
2
{\displaystyle \phi _{X}(t)={3i\left(e^{iate^{ibt}}(4i-(-4b+(a+b)^{2})t)\right) \over (a-b)^{3}t^{2}}}
Discrete
with finite with infinite
Continuous
supported on a supported on a supported with support
Mixed
Multivariate Directional Degenerate singular Families
![{\displaystyle x\in [a,b]\!}](https://wikimedia.org/api/rest_v1/media/math/render/svg/035468fef6982beb83b057ebfc980d129db58a5f)
![{\displaystyle f(x|a,b,\alpha ,\beta )=\alpha \left(x-\beta \right)^{2},\quad {\text{for }}x\in [a,b].}](https://wikimedia.org/api/rest_v1/media/math/render/svg/be007a45776e57f52c0de6df1e6c595860ae7a9a)
