Timeline for Can somebody identify this distribution?
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 26, 2014 at 17:03 | vote | accept | fabee | ||
| Nov 26, 2014 at 16:37 | comment | added | fabee | Hmm, I guess I misunderstood your previous point. But I see your last point. | |
| Nov 26, 2014 at 15:53 | comment | added | whuber♦ | The situation is not that trivial: the transformation to uniformity you refer to captures all the information about the distribution and typically is specific to that distribution. When you can find a fixed, simple transformation that--when applied to all distributions within a parameterized family--produces nice formulas, then you have accomplished something. That is why @Xi'an proposes a square and why I have pointed out the log-log transformation. These are perfectly analogous to the relationship between Normal and Lognormal distributions, for instance. | |
| Nov 26, 2014 at 14:31 | comment | added | fabee | I completely agree. I was actually searching for the name of the distribution in that parametrization. Otherwise we could call all distributions uniform on $[0,1]$. | |
| Nov 25, 2014 at 17:22 | comment | added | whuber♦ | There are plenty of ways this can be transformed into a "named" distribution. E.g., writing $r^2=-\log(\log(z))$ entails $1\lt z \lt e,$ $|dr|=dz/(z\log(z))$, and $$2 r\exp\left(\lambda\exp\left(-r^{2}\right)-r^{2}\right)|dr|=z^{\lambda-1}\, \mathrm{d}z.$$ This exhibits the distribution as a transformation of a truncated power law. | |
| Nov 25, 2014 at 13:36 | history | edited | Xi'an | CC BY-SA 3.0 |
replaced distribution with density and added two tags
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| Nov 25, 2014 at 13:34 | answer | added | Xi'an | timeline score: 5 | |
| Nov 25, 2014 at 9:36 | history | asked | fabee | CC BY-SA 3.0 |