StableDistribution

Stable probability distribution object

Description

StableDistribution is an object consisting of parameters, a model description, and sample data for a stable probability distribution.

The stable distribution uses the following parameters.

Parameter	Description	Support
alpha	First shape parameter	0 < α ≤ 2
beta	Second shape parameter	-1 ≤ β ≤ 1
gam	Scale parameter	0 < γ < ∞
delta	Location parameter	-∞ < δ < ∞

Creation

There are several ways to create a StableDistribution probability distribution object.

• Create a distribution with specified parameter values using makedist.

• Fit a distribution to data using fitdist.

• Interactively fit a distribution to data using the Distribution Fitter app.

Properties

Distribution Parameters

alpha — First shape parameter

scalar value in the range (0,2]

First shape parameter of the stable distribution, specified as a scalar value in the range (0,2].

Data Types: single | double

beta — Second shape parameter

scalar value in the range [-1,1]

Second shape parameter of the stable distribution, specified as a scalar value in the range [-1,1].

Data Types: single | double

gam — Scale parameter

scalar value in the range (0,∞)

Scale parameter of the stable distribution, specified as a scalar value in the range (0,∞).

Data Types: single | double

delta — Location parameter

scalar value

Location parameter of the stable distribution, specified as a scalar value.

Data Types: single | double

Distribution Characteristics

IsTruncated — Logical flag for truncated distribution

0 | 1

This property is read-only.

Logical flag for truncated distribution, specified as a logical value. If IsTruncated equals 0, the distribution is not truncated. If IsTruncated equals 1, the distribution is truncated.

Data Types: logical

NumParameters — Number of parameters

positive integer value

This property is read-only.

Number of parameters for the probability distribution, specified as a positive integer value.

Data Types: double

ParameterCovariance — Covariance matrix of the parameter estimates

matrix of scalar values

This property is read-only.

Covariance matrix of the parameter estimates, specified as a p-by-p matrix, where p is the number of parameters in the distribution. The (i,j) element is the covariance between the estimates of the ith parameter and the jth parameter. The (i,i) element is the estimated variance of the ith parameter. If parameter i is fixed rather than estimated by fitting the distribution to data, then the (i,i) elements of the covariance matrix are 0.

Data Types: double

ParameterIsFixed — Logical flag for fixed parameters

array of logical values

This property is read-only.

Logical flag for fixed parameters, specified as an array of logical values. If 0, the corresponding parameter in the ParameterNames array is not fixed. If 1, the corresponding parameter in the ParameterNames array is fixed.

Data Types: logical

ParameterValues — Distribution parameter values

vector of scalar values

This property is read-only.

Distribution parameter values, specified as a vector of scalar values.

Data Types: single | double

Truncation — Truncation interval

vector of scalar values

This property is read-only.

Truncation interval for the probability distribution, specified as a vector of scalar values containing the lower and upper truncation boundaries.

Data Types: single | double

Other Object Properties

DistributionName — Probability distribution name

character vector

This property is read-only.

Probability distribution name, specified as a character vector.

Data Types: char

InputData — Data used for distribution fitting

structure

This property is read-only.

Data used for distribution fitting, specified as a structure containing the following:

• data: Data vector used for distribution fitting.

• cens: Censoring vector, or empty if none.

• freq: Frequency vector, or empty if none.

Data Types: struct

ParameterDescription — Distribution parameter descriptions

cell array of character vectors

This property is read-only.

Distribution parameter descriptions, specified as a cell array of character vectors. Each cell contains a short description of one distribution parameter.

Data Types: char

ParameterNames — Distribution parameter names

cell array of character vectors

This property is read-only.

Distribution parameter names, specified as a cell array of character vectors.

Data Types: char

Object Functions

cdf	Cumulative distribution function
icdf	Inverse cumulative distribution function
iqr	Interquartile range of probability distribution
mean	Mean of probability distribution
median	Median of probability distribution
negloglik	Negative loglikelihood of probability distribution
paramci	Confidence intervals for probability distribution parameters
pdf	Probability density function
plot	Plot probability distribution object
proflik	Profile likelihood function for probability distribution
random	Random numbers
std	Standard deviation of probability distribution
truncate	Truncate probability distribution object
var	Variance of probability distribution

Examples

Create a Stable Distribution Object Using Default Parameters

Create a stable distribution object using the default parameter values.

pd = makedist('Stable')

pd = 
  StableDistribution

  Stable distribution
    alpha = 2
     beta = 0
      gam = 1
    delta = 0

Create a Stable Distribution Object Using Specified Parameters

Create a stable distribution object by specifying the parameter values alpha = 0.5, beta = 0, gam = 1, and delta = 0.

pd = makedist('Stable','alpha',0.5,'beta',0,'gam',1,'delta',0);

Calculate the mean of the distribution.

m = mean(pd)

m = 
NaN

The mean of the stable distribution is undefined for values of alpha less than or equal to 1.

Version History

Introduced in R2016a