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.

All labels observed (2)

How this entity was disambiguated

Statements (49)

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 Tukey ⓘ
linked to: John W. Tukey
introducedIn 20th century ⓘ
kurtosis controlled by lambda ⓘ
namedAfter John Tukey ⓘ
linked to: John W. 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 experiments ⓘ
linked to: Monte Carlo method

goodness-of-fit assessment ⓘ
robustness studies ⓘ

How these facts were elicited

Referenced by (2)

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

John W. Tukey → developedConcept → Tukey's lambda distribution ⓘ
John W. Tukey → notableConcept → Tukey’s lambda distribution ⓘ
subject linked to: Tukey
linked to: Tukey's lambda distribution