StatsErrorPDF

StatsErrorPDF (x, a, b, c)

Returns the error probability distribution function (PDF) also known as the exponential power distribution. It is given by

$$f(x ; a, b, c)=\frac{\exp \left[-\frac{1}{2}\left(\frac{|x-a|}{b}\right)^{\frac{2}{c}}\right]}{\displaystyle b 2^{\frac{c}{2}+1} \Gamma\left(1+\frac{c}{2}\right)} .$$

where a is the location parameter, b > 0 is the scale parameter, c > 0 is the shape parameter, and Γ(x) is the Gamma function.

See Also

Statistical Analysis