TukeyLambdaDistribution Class 
Namespace: Accord.Statistics.Distributions.Univariate
[SerializableAttribute] public class TukeyLambdaDistribution : UnivariateContinuousDistribution
The TukeyLambdaDistribution type exposes the following members.
Name  Description  

TukeyLambdaDistribution 
Constructs a TukeyLambda distribution
with the given lambda (shape) parameter.

Name  Description  

Entropy 
Gets the entropy for this distribution.
(Overrides UnivariateContinuousDistributionEntropy.)  
Lambda 
Gets the distribution shape parameter lambda (λ).
 
Mean 
Gets the mean for this distribution (always zero).
(Overrides UnivariateContinuousDistributionMean.)  
Median 
Gets the median for this distribution (always zero).
(Overrides UnivariateContinuousDistributionMedian.)  
Mode 
Gets the mode for this distribution (always zero).
(Overrides UnivariateContinuousDistributionMode.)  
Quartiles 
Gets the Quartiles for this distribution.
(Inherited from UnivariateContinuousDistribution.)  
StandardDeviation 
Gets the Standard Deviation (the square root of
the variance) for the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Support 
Gets the support interval for this distribution.
(Overrides UnivariateContinuousDistributionSupport.)  
Variance 
Gets the variance for this distribution.
(Overrides UnivariateContinuousDistributionVariance.) 
Name  Description  

Clone 
Creates a new object that is a copy of the current instance.
(Overrides DistributionBaseClone.)  
ComplementaryDistributionFunction 
Gets the complementary cumulative distribution function
(ccdf) for this distribution evaluated at point x.
This function is also known as the Survival function.
(Inherited from UnivariateContinuousDistribution.)  
CumulativeHazardFunction 
Gets the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
DistributionFunction(Double) 
Gets the cumulative distribution function (cdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionDistributionFunction(Double).)  
DistributionFunction(Double, Double) 
Gets the cumulative distribution function (cdf) for this
distribution in the semiclosed interval (a; b] given as
P(a < X ≤ b).
(Inherited from UnivariateContinuousDistribution.)  
Equals  Determines whether the specified object is equal to the current object. (Inherited from Object.)  
Finalize  Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)  
Fit(Double) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Double) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Int32) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Double, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Int32, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Generate 
Generates a random observation from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32, Double) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
GetHashCode  Serves as the default hash function. (Inherited from Object.)  
GetRange 
Gets the distribution range within a given percentile.
(Inherited from UnivariateContinuousDistribution.)  
GetType  Gets the Type of the current instance. (Inherited from Object.)  
HazardFunction 
Gets the hazard function, also known as the failure rate or
the conditional failure density function for this distribution
evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
InverseDistributionFunction 
Gets the inverse of the cumulative distribution function (icdf) for
this distribution evaluated at probability p. This function
is also known as the Quantile function.
(Overrides UnivariateContinuousDistributionInverseDistributionFunction(Double).)  
LogCumulativeHazardFunction 
Gets the log of the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
LogProbabilityDensityFunction 
Gets the logprobability density function (pdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionLogProbabilityDensityFunction(Double).)  
LogQuantileDensityFunction 
Gets the log of the quantile
density function, which in turn is the first derivative of
the inverse distribution
function (icdf), evaluated at probability p.
 
MemberwiseClone  Creates a shallow copy of the current Object. (Inherited from Object.)  
ProbabilityDensityFunction 
Gets the probability density function (pdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionProbabilityDensityFunction(Double).)  
QuantileDensityFunction 
Gets the first derivative of the
inverse distribution function (icdf) for this distribution evaluated
at probability p.
(Overrides UnivariateContinuousDistributionQuantileDensityFunction(Double).)  
ToString 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(IFormatProvider) 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(String) 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(String, IFormatProvider) 
Returns a String that represents this instance.
(Overrides DistributionBaseToString(String, IFormatProvider).) 
Name  Description  

HasMethod 
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.)  
ToT  Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.)  
ToT  Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by Matrix.) 
Formalized by John Tukey, the Tukey lambda distribution is a continuous probability distribution defined in terms of its quantile function. It is typically used to identify an appropriate distribution and not used in statistical models directly.
The Tukey lambda distribution has a single shape parameter λ. As with other probability distributions, the Tukey lambda distribution can be transformed with a location parameter, μ, and a scale parameter, σ. Since the general form of probability distribution can be expressed in terms of the standard distribution, the subsequent formulas are given for the standard form of the function.
References:
This examples shows how to create a Tukey distribution and compute some of its properties .
var tukey = new TukeyLambdaDistribution(lambda: 0.14); double mean = tukey.Mean; // 0.0 double median = tukey.Median; // 0.0 double mode = tukey.Mode; // 0.0 double var = tukey.Variance; // 2.1102970222144855 double stdDev = tukey.StandardDeviation; // 1.4526861402982014 double cdf = tukey.DistributionFunction(x: 1.4); // 0.83252947230217966 double pdf = tukey.ProbabilityDensityFunction(x: 1.4); // 0.17181242109370659 double lpdf = tukey.LogProbabilityDensityFunction(x: 1.4); // 1.7613519723149427 double ccdf = tukey.ComplementaryDistributionFunction(x: 1.4); // 0.16747052769782034 double icdf = tukey.InverseDistributionFunction(p: cdf); // 1.4000000000000004 double hf = tukey.HazardFunction(x: 1.4); // 1.0219566231014163 double chf = tukey.CumulativeHazardFunction(x: 1.4); // 1.7842102556452939 string str = tukey.ToString(CultureInfo.InvariantCulture); // Tukey(x; λ = 0.14)