October 2017
Intermediate to advanced
624 pages
17h 24m
English
The Amoroso distribution[28] is defined by the PDF
Figure 34.1 shows, with α set to 0 and β to 1, the effect of varying δ1 and δ2.
Figure 34.1 Amoroso: Effect of δ1 and δ2 on shape
As mentioned in Section 31.3, the generalised gamma distribution is a special case of the Amoroso distribution in which α is set to zero. This, however, is just a trivial example of what other distributions can be represented. Table 34.1 lists such distributions that are covered elsewhere in this book, showing how each PDF is derived from Equation (34.1).
Table 34.1 Distributions represented by the Amoroso distribution
| distribution | α | β | δ1 | δ2 |
| shifted exponential | α | β | 1 | 1 |
| standard exponential | 0 | 1 | 1 | |
| Weibull‐III | α | β | 1 | k |
| chi‐squared | 0 | 2 | 1 | |
| gamma | 0 | β | k | 1 |
| Lévy | α | −1 | ||
| inverse gamma | α | β | δ | −1 |
| Pearson Type III | α | β | δ | 1 |
| inverse exponential | α | β | 1 | −1 |
| stretched exponential ... |