RiskJohnsonSU

Description

RiskJohnsonSU specifies a Johnson “system unbounded” distribution with shape parameters and , location parameter , and scale parameter .

 

Examples

RiskJohnsonSU(10,20,1,2) returns a JohnsonSU distribution with parameters 10, 20, 1, and 2.

RiskJohnsonSU(A6,A7,A8,A9) returns a JohnsonSU distribution with parameters taken from cells A6 to A9.

 

Guidelines

Both and must be positive.

Parameters

     continuous shape parameter

     continuous shape parameter      

     continuous location parameter

     continuous scale parameter      

Domain

     continuous

Definitions

          

Density and Cumulative Distribution Functions

Here      

And is the cumulative distribution function of a standard Normal(0,1).

 

Mean

Variance

Skewness

Kurtosis

Mode

No Closed Form.

Examples