Statistical Distribution Functions

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Command Reference > Operator and Function Reference > Statistical Distribution Functions

Statistical Distribution Functions

The following functions provide access to the density or probability functions, cumulative
distribution, quantile functions, and random number generators for a number of standard statistical
distributions.
There are four functions associated with each distribution. The first character of each function name
identifies the type of function:

Function Type

Beginning of
Name

Cumulative distribution
(CDF)

@c

Density or probability

@d

Quantile (inverse CDF)

@q

Random number generator

@r

The remainder of the function name identifies the distribution. For example, the functions for the
beta distribution are @cbeta, @dbeta, @qbeta and @rbeta.
When used with series arguments, EViews will evaluate the function for each observation in the
current sample. As with other functions, NA or invalid inputs will yield NA values. For values outside
of the support, the functions will return zero.
Note that the CDFs are assumed to be right-continuous:

. The quantile

functions will return the smallest value where the CDF evaluated at the value equals or exceeds the
probability of interest:

, where

. The inequalities are only relevant for

discrete distributions.
The information provided below should be sufficient to identify the meaning of the parameters for
each distribution.

Distribution

Functions

Beta

@cbeta(x,a,b), @dbeta
(x,a,b), @qbeta(p,a,b),
@rbeta(a,b)

Density/Probability Function

for
and for
the @beta function.
Binomial

@cbinom(x,n,p), @dbinom(x,n,p), @qbinom

(s,n,p), @rbinom(n,p)

if

, where

is

, and 0 otherwise, for

.

Chi-square

@cchisq(x,v), @dchisq
(x,v), @qchisq(p,v),
@rchisq(v)
where

, and

. Note that the

degrees of freedom parameter

need not be
an integer.
In addition, the @chisq(x,v) function may be
used to obtain the p-values directly.
Exponential

@cexp(x,m),
@dexp(x,m),
@qexp(p,m),
@rexp(m)

for

, and

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Statistical Distribution Functions

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Extreme Value
(Type I-minimum)

@cextreme(x), @dextreme(x), @qextreme(p), @cloglog for

(p), @rextreme

F-distribution

@cfdist(x,v1,v2), @dfdist(x,v1,v2), @qfdist(p,v1,v2), @rfdist(v1,v1)

where

, and

. Note that the

functions allow for fractional degrees of

freedom parameters
Gamma

Generalized Error

@cgamma(x,b,r),
@dgamma(x,b,r),
@qgamma(p,b,r),
@rgamma(b,r)

where

, and

Logistic

Log-normal

Negative Binomial

@cged(x,r),
@dged(x,r),
@qged(p,r),
@rged(r)

where
Laplace

and

@claplace(x), @dlaplace(x), @qlaplace

(x), @rlaplace
@clogistic(x), @dlogistic(x), @qlogistic(p), @rlogistic

for

for

@clognorm(x,m,s), @dlognorm(x,m,s), @qlognorm(p,m,s), @rlognorm(m,s)

@cnegbin(x,n,p),
@dnegbin(x,n,p),
@qnegbin(s,n,p),
@rnegbin(n,p)

, and

, and

if

, and 0 otherwise, for

.

Normal (Gaussian)

Poisson

@cnorm(x),
@dnorm(x),
@qnorm(p),
@rnorm, nrnd

for

@cpoisson(x,m), @dpoisson(x,m), @qpoisson

(p,m), @rpoisson(m)
if

, and 0 otherwise, for

.

Pareto

@cpareto(x,k,a), @dpareto(x,k,a), @qpareto

(p,k,a), @rpareto(k,a) for location parameter
parameter

Student's
-distribution

and shape

@ctdist(x,v), @dtdist
(x,v), @qtdist(p,v),
@rtdist(v)

for

, and

. Note that

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Statistical Distribution Functions

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yields the Cauchy distribution.

Uniform

Weibull

@cunif(x,a,b),
@dunif(x,a,b),
@qunif(p,a,b),
@runif(a,b), rnd

for

and

@cweib(x,m,a), @dweib
(x,m,a), @qweib(p,m,a),
@rweib(m,a)
where

, and

Additional Distribution Related Functions

The following utility functions were designed to facilitate the computation of p-values for common
statistical tests. While these results may be derived using the distributional functions above, they
are retained for convenience and backward compatibility.

Function

Distribution

Description

@chisq(x,v)

Chi-square

Returns the probability that a Chi-squared

statistic with
degrees of freedom exceeds
:
@chisq(x,v)=1@cchisq(x,d)

@fdist(x,v1,v2)

F-distribution

Probability that an F-statistic with

numerator degrees of freedom and
denominator degrees of freedom exceeds

@fdist(x,v1,v2)=1@cfdist(x,v1,v2)
@tdist(x,v)

t-distribution

Probability that a t-statistic with

degrees of

freedom exceeds
in absolute value (twosided p-value):
@tdist(x,v)=2*(1@ctdist(@abs(x),v))

IHS Global Inc.

4521 Campus Drive, #336, Irvine, CA 92618, USA, (phone) +1 949-856-3368, (fax) +1 949-856-2044
web: http://www.eviews.com ; email: sales@eviews.com , support@eviews.com
2013-03-04

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