SciPy

This is documentation for an old release of SciPy (version 1.0.0). Read this page in the documentation of the latest stable release (version 1.15.1).

Johnson SB Distribution

Defined for \(x\in\left(0,1\right)\) with two shape parameters \(a\) and \(b>0.\)

\begin{eqnarray*} f\left(x;a,b\right) & = & \frac{b}{x\left(1-x\right)}\phi\left(a+b\log\frac{x}{1-x}\right)\\ F\left(x;a,b\right) & = & \Phi\left(a+b\log\frac{x}{1-x}\right)\\ G\left(q;a,b\right) & = & \frac{1}{1+\exp\left[-\frac{1}{b}\left(\Phi^{-1}\left(q\right)-a\right)\right]}\end{eqnarray*}

Implementation: scipy.stats.johnsonsb