Johnson SU Distribution

Johnson SU Distribution

Probability Density Function (PDF)

Cumulative Distribution Function (CDF)

where z = (𝑥 - 𝜂)/𝜆 and Φ(𝑥) is the CDF of the standard normal distribution.

Range -∞ < 𝑥 < ∞

Location parameter, 𝜂, the mean

Scale parameter 𝜆 > 0

Shape1 parameter 𝛾

Shape2 parameter 𝛿 > 0