Software
Hyperbolic distribution
Autor
Falloon, Peter
Resumen
In this Demonstration we visualize the probability density function of the hyperbolic distribution, which has parameters μ (location), α (tail), β (asymmetry), and δ (scale). These are all real-valued, with the additional constraint that α>|β|. This distribution has "semi-heavy" tails and has appeared in a diverse range of applications, including models of asset returns in financial markets and sand pile formation. The word "hyperbolic" is used because the log of its probability density function is a hyperbola; this can be seen by clicking the "log scale" checkbox. Componente Curricular::Educação Superior::Ciências Exatas e da Terra::Matemática