Processing math: 100%

Reciprocal Distribution

Shape parameters a,b>0 x[a,b]

f(x;a,b)=1xlog(b/a)F(x;a,b)=log(x/a)log(b/a)G(q;a,b)=aexp(qlog(b/a))=a(ba)q
d=log(a/b)μ=abdμ2=μa+b2μ2=(ab)[a(d2)+b(d+2)]2d2γ1=2[12d(ab)2+d2(a2(2d9)+2abd+b2(2d+9))]3dab[a(d2)+b(d+2)]3/2γ2=36(ab)3+36d(ab)2(a+b)16d2(a3b3)+3d3(a2+b2)(a+b)3(ab)[a(d2)+b(d+2)]23md=amn=ab
h[X]=12log(ab)+log[log(ba)].

Implementation: scipy.stats.reciprocal