Analytically computable functions with behavior similar to the skew normal pdf
Clash Royale CLAN TAG#URR8PPP
up vote
0
down vote
favorite
I'm looking for a (computationally cheap) way to compute a function that behaves similar to the skew normal distribution, i.e. it has a shape like the normal distribution when some parameter a = c
, while allowing to set some skew by varying a
.
The background is that I'm using a Gaussian model for a shape manipulation tool but there are some edge cases that would be better served by an asymmetric function. Ideally, the function should be able to fit a positively shifted Gaussian G(x,mu,sigma), mu > 0 for the range of positive x.
normal-distribution
add a comment |Â
up vote
0
down vote
favorite
I'm looking for a (computationally cheap) way to compute a function that behaves similar to the skew normal distribution, i.e. it has a shape like the normal distribution when some parameter a = c
, while allowing to set some skew by varying a
.
The background is that I'm using a Gaussian model for a shape manipulation tool but there are some edge cases that would be better served by an asymmetric function. Ideally, the function should be able to fit a positively shifted Gaussian G(x,mu,sigma), mu > 0 for the range of positive x.
normal-distribution
add a comment |Â
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I'm looking for a (computationally cheap) way to compute a function that behaves similar to the skew normal distribution, i.e. it has a shape like the normal distribution when some parameter a = c
, while allowing to set some skew by varying a
.
The background is that I'm using a Gaussian model for a shape manipulation tool but there are some edge cases that would be better served by an asymmetric function. Ideally, the function should be able to fit a positively shifted Gaussian G(x,mu,sigma), mu > 0 for the range of positive x.
normal-distribution
I'm looking for a (computationally cheap) way to compute a function that behaves similar to the skew normal distribution, i.e. it has a shape like the normal distribution when some parameter a = c
, while allowing to set some skew by varying a
.
The background is that I'm using a Gaussian model for a shape manipulation tool but there are some edge cases that would be better served by an asymmetric function. Ideally, the function should be able to fit a positively shifted Gaussian G(x,mu,sigma), mu > 0 for the range of positive x.
normal-distribution
asked Aug 2 at 15:43
John Smith
113
113
add a comment |Â
add a comment |Â
1 Answer
1
active
oldest
votes
up vote
0
down vote
The logistic curve
$dfrac11+e^-ax
$
very closely matches
the cumulative normal distribution
especially if
$a=dfrac4sqrt2pi$,
which matches the slope
at the origin.
The maximum difference is
at most $0.017$.
Perhaps you can
modify this
to do what you want.
Thanks, Ill definitely try that.
– John Smith
Aug 3 at 16:57
add a comment |Â
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
up vote
0
down vote
The logistic curve
$dfrac11+e^-ax
$
very closely matches
the cumulative normal distribution
especially if
$a=dfrac4sqrt2pi$,
which matches the slope
at the origin.
The maximum difference is
at most $0.017$.
Perhaps you can
modify this
to do what you want.
Thanks, Ill definitely try that.
– John Smith
Aug 3 at 16:57
add a comment |Â
up vote
0
down vote
The logistic curve
$dfrac11+e^-ax
$
very closely matches
the cumulative normal distribution
especially if
$a=dfrac4sqrt2pi$,
which matches the slope
at the origin.
The maximum difference is
at most $0.017$.
Perhaps you can
modify this
to do what you want.
Thanks, Ill definitely try that.
– John Smith
Aug 3 at 16:57
add a comment |Â
up vote
0
down vote
up vote
0
down vote
The logistic curve
$dfrac11+e^-ax
$
very closely matches
the cumulative normal distribution
especially if
$a=dfrac4sqrt2pi$,
which matches the slope
at the origin.
The maximum difference is
at most $0.017$.
Perhaps you can
modify this
to do what you want.
The logistic curve
$dfrac11+e^-ax
$
very closely matches
the cumulative normal distribution
especially if
$a=dfrac4sqrt2pi$,
which matches the slope
at the origin.
The maximum difference is
at most $0.017$.
Perhaps you can
modify this
to do what you want.
answered Aug 2 at 17:38
marty cohen
69k446122
69k446122
Thanks, Ill definitely try that.
– John Smith
Aug 3 at 16:57
add a comment |Â
Thanks, Ill definitely try that.
– John Smith
Aug 3 at 16:57
Thanks, Ill definitely try that.
– John Smith
Aug 3 at 16:57
Thanks, Ill definitely try that.
– John Smith
Aug 3 at 16:57
add a comment |Â
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2870207%2fanalytically-computable-functions-with-behavior-similar-to-the-skew-normal-pdf%23new-answer', 'question_page');
);
Post as a guest
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password