RiskJohnsonSB
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Description |
RiskJohnsonSB
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Examples |
RiskJohnsonSB(10,20,1,2) returns a JohnsonSB distribution with parameters 10, 20, 1, and 2. RiskJohnsonSB(A6,A7,A8,A9) returns a JohnsonSB distribution with parameters taken from cells A6 to A9.
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Guidelines |
b must be greater than a. |
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Parameters |
a continuous boundary parameter b continuous boundary parameter b > a |
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Domain |
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Density and Cumulative Distribution Functions |
Here, |
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Mean |
Closed Form exists but is extremely complicated. |
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Variance |
Closed Form exists but is extremely complicated. |
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Skewness |
Closed Form exists but is extremely complicated. |
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Kurtosis |
Closed Form exists but is extremely complicated. |
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Mode |
No Closed Form. |
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Examples |
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specifies a Johnson “system bounded” distribution with shape parameters 
and 
, and boundary (min and max) parameters a and b.
continuous shape parameter
continuous shape parameter 
continuous
is the cumulative distribution function of a standard Normal(0,1).
