Tukey's lambda distribution

E371258

Tukey's lambda distribution is a flexible family of probability distributions used primarily for exploratory data analysis and modeling diverse shapes of data, including varying degrees of skewness and kurtosis.

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Predicate Object
instanceOf continuous probability distribution
parametric statistical model
probability distribution
approximates Cauchy distribution
logistic distribution
normal distribution
uniform distribution
category univariate distribution
definedBy quantile function
family one-parameter shape family
field probability theory
statistics
flexibility can generate heavy-tailed distributions
can generate leptokurtic distributions
can generate light-tailed distributions
can generate platykurtic distributions
hasParameter location parameter
scale parameter
shape parameter lambda
hasProperty closed-form quantile function
cumulative distribution function often lacks simple closed form
density often lacks simple closed form
hasShapeParameter lambda
hasSpecialValue lambda = -1 corresponds approximately to Cauchy distribution
lambda = 0 corresponds approximately to logistic distribution
lambda = 0.14 corresponds approximately to normal distribution
lambda = 0.5 corresponds approximately to uniform distribution
introducedBy John W. Tukey
surface form: John Tukey
introducedIn 20th century
kurtosis controlled by lambda
namedAfter John W. Tukey
surface form: John Tukey
quantileFunction Q(p) = mu + sigma * ((p^lambda - (1-p)^lambda)/lambda) for lambda ≠ 0
Q(p) = mu + sigma * log(p/(1-p)) for lambda = 0
relatedTo Box–Cox transformation
Johnson distributions
samplingMethod inverse transform sampling via quantile function
skewness zero for all lambda
specialCaseOf quantile-defined distributions
support real line
symmetry symmetric about location parameter
usedFor distributional shape analysis
exploratory data analysis
modeling kurtosis
modeling skewness
robust statistical modeling
simulation studies
usedIn Monte Carlo method
surface form: Monte Carlo experiments

goodness-of-fit assessment
robustness studies

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Full triples — surface form annotated when it differs from this entity's canonical label.

John W. Tukey developedConcept Tukey's lambda distribution
Tukey notableConcept Tukey's lambda distribution
subject surface form: John W. Tukey
this entity surface form: Tukey’s lambda distribution