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Density, distribution function, quantile function, random generation and hazard function for the two-parameter Chris-Jerry distribution with parameters mu and sigma.

Usage

dCJ2(x, mu, sigma, log = FALSE)

pCJ2(q, mu, sigma, log.p = FALSE, lower.tail = TRUE)

qCJ2(p, mu, sigma, lower.tail = TRUE, log.p = FALSE)

rCJ2(n, mu, sigma)

hCJ2(x, mu, sigma, log = FALSE)

Arguments

x, q

vector of quantiles.

mu

parameter.

sigma

parameter.

log, log.p

logical; if TRUE, probabilities p are given as log(p).

lower.tail

logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x].

p

vector of probabilities.

n

number of observations.

Value

dCJ2 gives the density, pCJ2 gives the distribution function, qCJ2 gives the quantile function, rCJ2 generates random deviates and hCJ2 gives the hazard function.

Details

The two-parameter Chris-Jerry distribution with parameters mu and sigma has density given by

\( f(x; \sigma, \mu) = \frac{\mu^2}{\sigma \mu + 2} (\sigma + \mu x^2) e^{-\mu x}; \quad x > 0, \quad \mu > 0, \quad \sigma > 0 \)

Note: In this implementation we changed the original parameters \(\theta\) for \(\mu\) and \(\lambda\) for \(\sigma\), we did it to implement this distribution within gamlss framework.

References

Chinedu, Eberechukwu Q., et al. "New lifetime distribution with applications to single acceptance sampling plan and scenarios of increasing hazard rates" Symmetry 15.10 (2023): 188.

See also

Author

Manuel Gutierrez Tangarife, mgutierrezta@unal.edu.co

Examples

# Example 1
# Plotting the density function for different parameter values
curve(dCJ2(x, mu=3.5, sigma=0.01), 
      from=0.0001, to=5,
      ylim=c(0, 1),
      col="red", lwd=2,
      main="Density function",
      xlab="x", ylab="f(x)")
curve(dCJ2(x, mu=2, sigma=0.05),
      col="green",
      lwd=2,
      add=TRUE)
curve(dCJ2(x, mu=1.5, sigma=0.01),
      col="blue",
      lwd=2,
      add=TRUE)
curve(dCJ2(x, mu=2.5, sigma=0.01),
      col="lightblue",
      lwd=2,
      add=TRUE)
legend("topright", legend=c("mu=3.5, sigma=0.01",
                            "mu=2, sigma=0.05",
                            "mu=1.5, sigma=0.01",
                            "mu=2.5, sigma=0.1"),
       col=c( "red", "green","blue","lightblue"), lwd=2, cex=0.6)


# Example 2
# Checking if the cumulative curves converge to 1
curve(pCJ2(x, mu=2.7, sigma=0.1),
      from=0.0001, to=5,
      ylim=c(0, 1),
      col="red", lwd=2,
      main="Cumulative function",
      xlab="x", ylab="f(x)")
curve(pCJ2(x, mu=2.3, sigma=0.5),
      col="green",
      lwd=2,
      add=TRUE)
curve(pCJ2(x, mu=2.8, sigma=0.2),
      col="blue",
      lwd=2,
      add=TRUE)
curve(pCJ2(x, mu=3.8, sigma=0.3),
      col="lightblue",
      lwd=2,
      add=TRUE)
legend("bottomright", legend=c("mu=2.75, sigma=0.1",
                            "mu=2.3, sigma=0.5",
                            "mu=2.8, sigma=0.2",
                            "mu=3.8, sigma=0.3"),
       col=c( "red", "green","blue","lightblue"), lwd=2, cex=0.6)


# Example 3
# Checking the quantile function
p <- seq(from=0.0001, to=0.99999, length.out=100)
plot(x=qCJ2(p, mu=2.3, sigma=1.7), y=p, xlab="Quantile",
     las=1, ylab="Probability", main="Quantile function ")
curve(pCJ2(x, mu=2.3, sigma=1.7), 
      from=0.0001, add=TRUE, col="red", lwd=2.5)


# Example 4
# Comparing the random generator output with
# the theoretical probabilities
x <- rCJ2(n=10000, mu=1.5, sigma=2.5)
hist(x, freq=FALSE)
curve(dCJ2(x, mu=1.5, sigma=2.5), from=0.001, to=8, 
      add=TRUE, col="tomato", lwd=2)


# Example 5
# The Hazard function
curve(hCJ2(x, mu=0.85, sigma=0.15),
      from=0.0001, to=5,
      ylim=c(0, 1),
      col="red", lwd=2,
      main="Hazard function",
      xlab="x", ylab="f(x)")
curve(hCJ2(x, mu=1, sigma=0.05),
      col="green",
      lwd=2,
      add=TRUE)
curve(hCJ2(x, mu=0.9, sigma=0.1),
      col="blue",
      lwd=2,
      add=TRUE)
curve(hCJ2(x, mu=1.15, sigma=0.1),
      col="lightblue",
      lwd=2,
      add=TRUE)
legend("bottomright", legend=c("mu=0.85, sigma=0.15",
                               "mu=1, sigma=0.05",
                               "mu=0.9, sigma=0.1",
                               "mu=1.15, sigma=0.1"),
       col=c( "red", "green","blue","lightblue"), lwd=2, cex=0.5)