Cosine Distribution¶
Approximation to the normal distribution.
f(x)=12π[1+cosx]I[−π,π](x)F(x)=12π[π+x+sinx]I[−π,π](x)+I(π,∞)(x)G(α)=F−1(α)M(t)=sinh(πt)πt(1+t2)μ=md=mn=0μ2=π23−2γ1=0γ2=−6(π4−90)5(π2−6)2
h[X]=log(4π)−1≈1.5310242469692907930.
Implementation: scipy.stats.cosine