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1.
Exploratory Data Analysis
1.3. EDA Techniques 1.3.6. Probability Distributions 1.3.6.6. Gallery of Distributions
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| Probability Density Function |
The formula for the probability density
function of the standard form of the power lognormal distribution
is
where p (also referred to as the power parameter)
and
As with other probability distributions, the power lognormal
distribution can be transformed with a location
parameter,
The following is the plot of the power lognormal probability density
function with four values of p and
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| Cumulative Distribution Function |
The formula for the cumulative distribution
function of the power lognormal distribution is
where The following is the plot of the power lognormal cumulative distribution function with the same values of p as the pdf plots above.
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| Percent Point Function |
The formula for the percent point
function of the power lognormal distribution is
where The following is the plot of the power lognormal percent point function with the same values of p as the pdf plots above.
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| Hazard Function |
The formula for the hazard
function of the power lognormal distribution is
where Note that this is simply a multiple (p) of the lognormal hazard function. The following is the plot of the power lognormal hazard function with the same values of p as the pdf plots above.
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| Cumulative Hazard Function |
The formula for the cumulative hazard
function of the power lognormal distribution is
The following is the plot of the power lognormal cumulative hazard function with the same values of p as the pdf plots above.
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| Survival Function |
The formula for the survival
function of the power lognormal distribution is
The following is the plot of the power lognormal survival function with the same values of p as the pdf plots above.
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| Inverse Survival Function |
The formula for the inverse
survival function of the power lognormal distribution is
The following is the plot of the power lognormal inverse survival function with the same values of p as the pdf plots above.
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| Common Statistics | The statistics for the power lognormal distribution are complicated and require tables. Nelson discusses the mean, median, mode, and standard deviation of the power lognormal distribution and provides references to the appropriate tables. | ||
| Parameter Estimation | Nelson discusses maximum likelihood estimation for the power lognormal distribution. These estimates need to be performed with computer software. Software for maximum likelihood estimation of the parameters of the power lognormal distribution is not as readily available as for other reliability distributions such as the exponential, Weibull, and lognormal. | ||
| Software | Most general purpose statistical software programs do not support the probability functions for the power lognormal distribution. Dataplot does support them. | ||