U-quadratic distribution

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U-Quadratic
Probability density function
Plot of the U-Quadratic Density Function
Cumulative distribution function
Parameters a:~a \in (-\infty,\infty)
b:~b \in (a, \infty)
or
\alpha:~\alpha\in (0,\infty)
\beta:~\beta \in (-\infty,\infty),
Support x\in [a , b]\!
Probability density function (pdf) \alpha \left ( x - \beta \right )^2
Cumulative distribution function (cdf) {\alpha \over 3} \left ( (x - \beta)^3 + (\beta - a)^3 \right )
Mean {a+b \over 2}
Median {a+b \over 2}
Mode a and b
Variance {3 \over 20} (b-a)^2
Skewness 0
Excess kurtosis {3 \over 112} (b-a)^4
Entropy TBD
Moment-generating function (mgf) See text
Characteristic function See text

In probability theory and statistics, the U-quadratic distribution is a continuous probability distribution defined by a unique quadratic function with lower limit a and upper limit b.

f(x|a,b,\alpha, \beta)=\alpha \left ( x - \beta \right )^2, \quad\text{for } x \in [a , b].

Contents

[edit] Parameter relations

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:

\beta = {b+a \over 2}

(gravitational balance center, offset), and

\alpha = {12 \over \left ( b-a \right )^3}

(vertical scale).


[edit] Related distributions

One can introduce a vertically inverted (\cap)-quadratic distribution in analogous fashion.


[edit] Applications

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, Gamma distribution, etc.

[edit] Moment generating function

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 }

[edit] Characteristic function

\phi_X(t) = {3i\left(e^{iat}(-4i+(a^2+2a(-2+b)+b^2)t)+ e^{ibt} (4i - (-4b + (a+b)^2)t)\right) \over (a-b)^3 t^2 }

[edit] Interactive demonstrations

The SOCR tools allow interactive manipulations and computations of the U-quadratic distributions, among other continuous and discrete distributions. Go to SOCR Distributions and select the U-quadraticDistribution from the drop-down list of distributions in this Java applet.

[edit] External links

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Probability distributions
 
Continuous univariate supported on a bounded interval