File: continuous_johnsonsu.rst

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.. _continuous-johnsonsu:

Johnson SU Distribution
=======================

There are two shape parameters :math:`a\in\mathbb{R}` and :math:`b>0`, and the support is :math:`x\in\mathbb{R}`.

.. math::
   :nowrap:

    \begin{eqnarray*} f\left(x;a,b\right) & = & \frac{b}{\sqrt{x^{2}+1}}\phi\left(a+b\log\left(x+\sqrt{x^{2}+1}\right)\right)\\
    F\left(x;a,b\right) & = & \Phi\left(a+b\log\left(x+\sqrt{x^{2}+1}\right)\right)\\
    G\left(q;a,b\right) & = & \sinh\left(\frac{\Phi^{-1}\left(q\right)-a}{b}\right)\end{eqnarray*}

Implementation: `scipy.stats.johnsonsu`