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Reference.org
Tukey lambda distribution
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<p>Formalized by <a href="/facts/John_Tukey/2a5FbPWb">John Tukey</a>, the Tukey lambda distribution is a continuous, symmetric probability distribution defined in terms of its <a href="/facts/Quantile_function/sf0jbCXh">quantile function</a>. It is typically used to identify an appropriate distribution (see the comments below) and not used in <a href="/facts/Statistical_model/jKkT5ftm">statistical models</a> directly. </p><p>The Tukey lambda distribution has a single <a href="/facts/Shape_parameter/7jaG8RDp">shape parameter</a>, λ, and as with other probability distributions, it can be transformed with a <a href="/facts/Location_parameter/UQTyS3JU">location parameter</a>, μ, and a <a href="/facts/Scale_parameter/6lxcyKUf">scale parameter</a>, σ. Since the general form of probability distribution can be expressed in terms of the standard distribution, the subsequent formulas are given for the standard form of the function. </p>