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Merged Pareto IV and Burr XII distributions #107

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80 changes: 31 additions & 49 deletions docs/distributions.md
Original file line number Diff line number Diff line change
Expand Up @@ -865,46 +865,9 @@ Note that the GPD is a reparametrized [\( q \)-exponential distribution
\( q = (2 \alpha + 1) / (\alpha + 1) \) and \( \lambda = 1 / (2 - q) \) s.t.
\( \alpha \neq -1 \) and \( q < 2 \).

### Pareto Type IV
### Burr III / Dagum

The [*Pareto Type IV*](https://wikipedia.org/wiki/Pareto_distribution) has two
shape parameters \( \alpha \in \mathbb{R} \) and
\( \gamma \in \mathbb{R}_{>0} \), and scale parameter \( \beta \).
For \( x \ge 0 \), the CDF and its inverse (the PPF) are

\[
\begin{align*}
F(x)
&= 1 - \left(
1 + \left(\frac x \beta\right)^{\frac 1 \gamma}
\right)^{-\alpha} \\
x(F)
&= \beta \left(
(1 - F)^{-1 / \alpha} - 1
\right)^\gamma
\end{align*}
\]

When \( \alpha > \gamma \), the trimmed L-moments are found to be:

\[
\begin{equation}
\tlmoment{s,t}{r}
= \frac{\beta \gamma}{r}
\sum_{k = t + 1}^{r + s + t}
(-1)^{k - t - 1}
\binom{r + k - 2}{r + t - 1}
\binom{r + s + t}{k}
\B(\gamma,\ k \alpha - \gamma)
\label{eq:lr_pareto4}
\end{equation}
\]

This distribution is currently not implemented in [`scipy.stats`][scipy.stats].

### Burr Type III

The *Burr type III* distribution, also known as the
The *Burr III* distribution, also known as the
[*Dagum distribution*](https://wikipedia.org/wiki/Dagum_distribution), has two
shape parameters \( \alpha \) and \( \beta \), both restricted to the
positive reals
Expand Down Expand Up @@ -937,23 +900,33 @@ For \( \alpha > 1 \), the general L-moments are:
\end{equation}
\]

The Burr Type III distribution is implemented in
The Burr III distribution is implemented in
[`scipy.stats.burr`][scipy.stats.burr], where the shape parameters `c` and `d`
correspond to \( \alpha \) and \( \beta \), respectively.
Equivalently, [`scipy.stats.mielke`][scipy.stats.mielke] can be used, by
setting `k` and `s` to \( \alpha \beta \) and \( \alpha \), respectively.

### Burr Type XII
The special case where \( \beta = 1 \) is known as the
[*log-logistic*](https://wikipedia.org/wiki/Log-logistic_distribution)
distribution

Just like Kumaraswamy's distribution, the
[*Burr Type XII distribution*](https://wikipedia.org/wiki/Burr_distribution)
### Burr XII / Pareto IV

The
[*Burr XII distribution*](https://wikipedia.org/wiki/Burr_distribution)
has two shape parameters \( \alpha \) and \( \beta \), both restricted to the
positive reals.
positive reals. It is also known as the *Singh-Maddala distribution*.
The alternative parametrization \( \alpha \mapsto 1 / \gamma \), where
\( \gamma > 0 \), is known as the (standard) type IV
[*Pareto distribution*](https://wikipedia.org/wiki/Pareto_distribution)


The distribution functions are for \( x > 0 \) defined as:
The distribution functions for \( x > 0 \) are defined as:

\[
\begin{align*}
F(x) &= 1 - (1 - x^\alpha)^{-\beta} \\
x(F) &= \bigl(1 - (1 - F)^{-1/\beta} \bigr)^{1/\alpha}
F(x) &= 1 - (1 + x^\alpha)^{-\beta} \\
x(F) &= \bigl((1 - F)^{-1/\beta} - 1 \bigr)^{1/\alpha}
\end{align*}
\]

Expand All @@ -973,10 +946,20 @@ When \( \beta > 1 / \alpha \), the general \( r \)-th trimmed L-moment is:
\end{equation}
\]

The Burr Type XII distribution is implemented in
This distribution is implemented in
[`scipy.stats.burr12`][scipy.stats.burr12], where the shape parameters `c`
and `d` correspond to \( \alpha \) and \( \beta \), respectively.

The Burr XII and Burr III distributions are related as \( Y = 1 / X \), where
\( X \) and \( Y \) are random variables with Burr XII \( (\alpha, \beta) \)
and Burr III \( (1 / \alpha, \beta) \)
distributions (or vice-versa), respectively.

In the special case where \( \alpha = 1 \) is known as the
[*Lomax distribution*](https://wikipedia.org/wiki/Lomax_distribution). This
has been implemented as [scipy.stats.lomax][scipy.stats.lomax], where the
parameter `c` corresponds to \( \beta \).

### Kumaraswamy

For [Kumaraswamy's distribution
Expand Down Expand Up @@ -1024,7 +1007,6 @@ quantile function (PPF) is defined to be
x(F) =
\frac \alpha \beta \bigl(1 - (1 - F)^\beta\bigr)
- \frac \gamma \delta \bigl(1 - (1 - F)^{-\delta}\bigr)
+ \mu
\]

Each of the scale- \( \alpha, \gamma \) and shape parameters
Expand Down