law0024.GeneralizedError {PoweR} | R Documentation |
Random generation for the Generalized Error distribution with parameters mu
, sigma
and p
.
This generator is called by function gensample
to create random variables based on its parameters.
If mu
, sigma
and p
are not specified they assume the default values of 0, 1 and 1, respectively.
The Generalized Error distribution with parameters mu =
μ, sigma =
σ and p =
p has density:
f(x) = 1/(2p^(1/p) Γ(1 + 1/p) σ) e^-(1/(p σ^p) |x - μ|^p)
P. Lafaye de Micheaux, V. A. Tran
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 Distributions
for other standard distributions.
res <- gensample(24,10000,law.pars=c(8,6,2)) res$law res$law.pars mean(res$sample) sd(res$sample)