pdfsla: Probability Density Function of the Slash Distribution
Description
This function computes the probability density of the Slash distribution given parameters (\(\xi\) and \(\alpha\)) provided by parsla. The probability density function is
$$f(x) = \frac{\phi(0) - \phi(y)}{y^2} \mbox{,}$$
where \(f(x)\) is the probability density for quantile \(x\), \(y = (x - \xi)/\alpha\), \(\xi\) is a location parameter, and \(\alpha\) is a scale parameter. The function \(\phi(y)\) is the probability density function of the Standard Normal distribution.
Usage
pdfsla(x, para)
Value
Probability density (\(f\)) for \(x\).
Arguments
x
A real value vector.
para
The parameters from parsla or vec2par.
Author
W.H. Asquith
References
Rogers, W.H., and Tukey, J.W., 1972, Understanding some long-tailed symmetrical distributions: Statistica Neerlandica, v. 26, no. 3, pp. 211--226.