See my post on Discourse:
https://scilab.discourse.group/t/exponentially-modified-gaussian-distribution
S.
On 4/30/24 08:46, Stéphane Mottelet wrote:
Hello,
As I already said, there is no need for using this technique, as an EMG
random variable is the sum of a Gaussian and an exponential. If
Hello,
As I already said, there is no need for using this technique, as an EMG
random variable is the sum of a Gaussian and an exponential. If your CDF
reads as
f = (a/2)*exp((a/2)*((a*σ^2)-2*h)) .* erfc((a*σ^2-h)/σ/sqrt(2))
then the underlying variable is the sum of Gaussian of mean 0,
