A set of classes for computing the Johnson-based quantile-parameterized distributions.
These quantile-parameterized equations derived from the Johnson distributions are laid out by Christopher Hadlock in his 2017 dissertation. I stumbled across these for a work-related project and I found the math and ideas fascinating. They were also very helpful for my need at the time.
I may include other functionalities, equations, and interactivity in the future as a pet project.
- [1] Hadlock, C.C., J.E. Bickel. 2017. Johnson Quantile-Parameterized Distributions. Decision Analysis 14(1) 35-64.
- [2] Hadlock, C.C. 2017. Quantile-Parameterized Methods for Quantifying Uncertainty in Decision Analysis. Ph.D. dissertation, University of Texas.