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hyperbolic_secant_distribution

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Hyperbolic Secant Distribution

In probability theory and statistics, the hyperbolic secant distribution is a continuous probability distribution whose probability density function and characteristic function are proportional to the hyperbolic secant function.

A random variable follows a hyperbolic secant distribution if its probability density function (pdf) is

f(x,a,b) = sech((x-a)/b)/(pib)

where “sech” denotes the hyperbolic secant function.

The hyperbolic secant distribution shares many properties with the standard normal distribution: it is symmetric with unit variance and zero mean, median and mode, and its pdf is proportional to its characteristic function. However, the hyperbolic secant distribution is leptokurtic, that is, it has a more acute peak near its mean, compared with the standard normal distribution.

support -Inf ⇐ x ⇐ Inf

ParameterDescription Default value
a The location parameter0.0
b The scale parameter 1.0
hyperbolic_secant_distribution.1574080455.txt.gz · Last modified: 2019/11/18 13:34 by 127.0.0.1