Quantile-parameterized distribution: Difference between revisions

Revision as of 17:46, 5 January 2021

Revision as of 17:49, 5 January 2021

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* Quantile functions expressed as [[polynomial]] functions of cumulative probability <math>y</math>, including [[Chebyshev polynomial]] functions.

Like the SPT metalog distributions<ref name="SPT" />, the Johnson Quantile-Parameterized Distributions<ref>[https://pubsonline.informs.org/doi/abs/10.1287/deca.2016.0343 Hadlock, C.C. and Bickel, J.E., 2017. Johnson quantile-parameterized distributions. Decision Analysis, 14(1), pp. 35–64.]</ref><ref>[https://pubsonline.informs.org/doi/abs/10.1287/deca.2018.0376 Hadlock, C.C. and Bickel, J.E., 2019. The generalized Johnson quantile-parameterized distribution system. Decision Analysis, 14(1), pp. 333.]</ref> (JQPDs) are parameterized by three quantiles. JQPDs do not meet Keelin and Powley’s QPD definition, but rather have their own properties. JQPDs's are feasible for all SPT parameter sets that are consistent with the [[Probability theory|rules of probability]].

== Applications ==