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Statistical Distribution Functions
Statistical Distribution Functions
Statistical Distribution Functions
Pgina 1 de 3
Command Reference > Operator and Function Reference > Statistical Distribution Functions
Function Type
Beginning of
Name
Cumulative distribution
(CDF)
@c
Density or probability
@d
@q
@r
The remainder of the function name identifies the distribution. For example, the functions for the
beta distribution are @cbeta, @dbeta, @qbeta and @rbeta.
When used with series arguments, EViews will evaluate the function for each observation in the
current sample. As with other functions, NA or invalid inputs will yield NA values. For values outside
of the support, the functions will return zero.
Note that the CDFs are assumed to be right-continuous:
. The quantile
functions will return the smallest value where the CDF evaluated at the value equals or exceeds the
probability of interest:
, where
discrete distributions.
The information provided below should be sufficient to identify the meaning of the parameters for
each distribution.
Distribution
Functions
Beta
@cbeta(x,a,b), @dbeta
(x,a,b), @qbeta(p,a,b),
@rbeta(a,b)
Density/Probability Function
for
and for
the @beta function.
Binomial
if
, where
is
Chi-square
@cchisq(x,v), @dchisq
(x,v), @qchisq(p,v),
@rchisq(v)
where
, and
@cexp(x,m),
@dexp(x,m),
@qexp(p,m),
@rexp(m)
for
, and
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Extreme Value
(Type I-minimum)
F-distribution
where
, and
Generalized Error
@cgamma(x,b,r),
@dgamma(x,b,r),
@qgamma(p,b,r),
@rgamma(b,r)
where
, and
Logistic
Log-normal
Negative Binomial
@cged(x,r),
@dged(x,r),
@qged(p,r),
@rged(r)
where
Laplace
and
for
for
, and
, and
if
Normal (Gaussian)
Poisson
@cnorm(x),
@dnorm(x),
@qnorm(p),
@rnorm, nrnd
for
Pareto
Student's
-distribution
and shape
@ctdist(x,v), @dtdist
(x,v), @qtdist(p,v),
@rtdist(v)
for
, and
. Note that
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Weibull
@cunif(x,a,b),
@dunif(x,a,b),
@qunif(p,a,b),
@runif(a,b), rnd
for
and
@cweib(x,m,a), @dweib
(x,m,a), @qweib(p,m,a),
@rweib(m,a)
where
, and
Function
Distribution
Description
@chisq(x,v)
Chi-square
@fdist(x,v1,v2)
F-distribution
@fdist(x,v1,v2)=1@cfdist(x,v1,v2)
@tdist(x,v)
t-distribution
degrees of
freedom exceeds
in absolute value (twosided p-value):
@tdist(x,v)=2*(1@ctdist(@abs(x),v))
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05/02/2015