The Tukey Distribution

Description

Random generation for the Tukey distribution with parameter lambda.

This generator is called by function gensample to create random variables based on its parameter.

Details

If lambda is not specified it assumes the default value of 1.

The Tukey distribution with lambda = λ has E[X] = 0 and Var[X] = 2/(λ^2) (1/(2λ+1) - Γ^2(λ+1)/Γ(2λ+2)).

Author(s)

P. Lafaye de Micheaux, V. A. Tran

References

Pierre Lafaye de Micheaux, Viet Anh Tran (2016). PoweR: A Reproducible Research Tool to Ease Monte Carlo Power Simulation Studies for Studies for Goodness-of-fit Tests in R. Journal of Statistical Software, 69(3), 1–42. doi:10.18637/jss.v069.i03

See Also

Distributions for other standard distributions.

Examples

res <- gensample(18,10000,law.pars=8)
res$law
res$law.pars
mean(res$sample)
sd(res$sample)