Core Algorithms

Univariate Continuous Distribution Functions

Compute and visualize univariate continuous distribution functions.

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Clear[DistributionPlot];

DistributionPlot[dist_, {xmin_, xmax_}] :=

Module[{x, pdf, cdf, sf, hf},

{pdf, cdf, sf, hf} =

{

Plot[PDF[dist, x], {x, xmin, xmax}, PlotRange -> {0, Automatic},

PlotLabel -> "PDF", PlotStyle -> ColorData[1, 1],

Filling -> Axis, FillingStyle -> Lighter[ColorData[1, 1], 0.7]],

Plot[CDF[dist, x], {x, xmin, xmax}, PlotRange -> {0, 1},

PlotLabel -> "CDF", PlotStyle -> ColorData[1, 2],

Filling -> Axis, FillingStyle -> Lighter[ColorData[1, 2], 0.7]],

Plot[SurvivalFunction[dist, x], {x, xmin, xmax},

PlotRange -> {0, 1}, PlotLabel -> "SF",

PlotStyle -> ColorData[1, 3], Filling -> Axis,

FillingStyle -> Lighter[ColorData[1, 3], 0.7]],

Plot[HazardFunction[dist, x], {x, xmin, xmax},

PlotRange -> {0, Automatic}, PlotLabel -> "HF",

PlotStyle -> ColorData[1, 4], Filling -> Axis,

FillingStyle -> Lighter[ColorData[1, 4], 0.7]]

};

GraphicsGrid[{{pdf, cdf}, {sf, hf}}, ImageSize -> 500]

];

DistributionPlot[GompertzMakehamDistribution[1, 2], {0, 2}]

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