cassiopy.stats.SkewT.pdf

The pdf method calculates the probability density function of the univariate skew-t distribution.

cassiopy.stats.SkewT.pdf(x, mean, sigma, nu, lamb)

Probability density fonction

Parameters:

xfloat

The input data.

meanfloat

The mean.

sigmafloat

The standard deviation.

nufloat

The degree of freedom.

lambfloat

The skewness.

Returns:

probafloat

The probability density distribution of the data.

Notes

For more information, refer to the documentation Statistic

References

[1] Adelchi Azzalini, Antonella Capitanio, Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew t-Distribution, Journal of the Royal Statistical Society Series B: Statistical Methodology, Volume 65, Issue 2, May 2003, Pages 367–389.

Examples

>>> from cassiopy.stats import SkewT
>>> sm = SkewT()
>>> x, mu, sigma, nu, lamb = 0.5, 0, 1, 10, 0.5
>>> sm.pdf(x, mu, sigma, nu, lamb)
0.3520653267642995