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In probability theory and statistics, the split normal distribution also known as the two-piece normal distribution results from joining at the mode the corresponding halves of two normal distributions with the same mode but different variances. It is claimed by Johnson et al.〔 that this distribution was introduced by Gibbons and Mylroie〔 and by John.〔 But these are two of several independent rediscoveries of the Zweiseitige Gauss'sche Gesetz introduced in the posthumously published Kollektivmasslehre (1897) 〔Fechner, G.T. (ed. Lipps, G.F.) (1897). Kollectivmasslehre. Engelmann, Leipzig.〕 of Gustav Theodor Fechner (1801-1887).〔Wallis, K.F. (2014). The two-piece normal, binormal, or double Gaussian distribution: its origin and rediscoveries. Statistical Science, vol. 29, no. 1, pp.106-112. doi:10.1214/13-STS417.〕 (\sigma_2-\sigma_1)\left(+ \sigma_1 \sigma_2\right ) }} == Definition == The split normal distribution arises from merging two opposite halves of two probability density functions (PDFs) of normal distributions in their common mode. The PDF of the split normal distribution is given by〔 : : where : 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Split normal distribution」の詳細全文を読む スポンサード リンク
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