沃尔德分布¶
形状参数设置为的逆法线的特殊情况 \(1.0\) 。它有支持 \(x\geq0\) 。
\BEGIN{eqnarray *}} f\left(x\right) & = & \frac{{1}}{{\sqrt{{2\pi x^{{3}}}}}}\exp\left(-\frac{{\left(x-1\right)^{{2}}}}{{2x}}\right).\\ F\left(x\right) & = & \Phi\left(\frac{{x-1}}{{\sqrt{{x}}}}\right)+\exp\left(2\right)\Phi\left(-\frac{{x+1}}{{\sqrt{{x}}}}\right)\\ G\left(q;\mu\right) & = & F^{{-1}}\left(q;\mu\right)\end{{eqnarray* }
\BEGIN{eqnarray *}} \mu & = & 1\\ \mu_{{2}} & = & 1\\ \gamma_{{1}} & = & 3\\ \gamma_{{2}} & = & 15\\ m_{{d}} & = & \frac{{1}}{{2}}\left(\sqrt{{13}}-3\right)\end{{eqnarray* }
实施： scipy.stats.wald