cdfkur: Cumulative Distribution Function of the Kumaraswamy Distribution
Description
This function computes the cumulative probability or nonexceedance probability of the Kumaraswamy distribution given parameters (\(\alpha\) and \(\beta\)) computed by parkur. The cumulative distribution function is
$$F(x) = 1 - (1-x^\alpha)^\beta \mbox{,}$$
where \(F(x)\) is the nonexceedance probability for quantile \(x\),
\(\alpha\) is a shape parameter, and \(\beta\) is a shape parameter.
Usage
cdfkur(x, para)
Value
Nonexceedance probability (\(F\)) for \(x\).
Arguments
x
A real value vector.
para
The parameters from parkur or vec2par.
Author
W.H. Asquith
References
Jones, M.C., 2009, Kumaraswamy's distribution---A beta-type distribution with
some tractability advantages: Statistical Methodology, v. 6, pp. 70--81.