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19.3 Exponentially modified normal distribution

19.3.1 Probability density function

If $\mu \in \mathbb{R}$, $\sigma \in \mathbb{R}^+$, and $\lambda \in \mathbb{R}^+$, then for $y \in \mathbb{R}$, $$\text{ExpModNormal}(y|\mu,\sigma,\lambda) = \frac{\lambda}{2} \ \exp \left(\frac{\lambda}{2} \left(2\mu + \lambda \sigma^2 - 2y\right)\right) \text{erfc}\left(\frac{\mu + \lambda\sigma^2 - y}{\sqrt{2}\sigma}\right) .$$

19.3.2 Sampling statement

y ~ exp_mod_normal(mu, sigma, lambda)

Increment target log probability density with exp_mod_normal_lupdf(y | mu, sigma, lambda).
Available since 2.0

19.3.3 Stan functions

real exp_mod_normal_lpdf(reals y | reals mu, reals sigma, reals lambda)
The log of the exponentially modified normal density of y given location mu, scale sigma, and shape lambda
Available since 2.18

real exp_mod_normal_lupdf(reals y | reals mu, reals sigma, reals lambda)
The log of the exponentially modified normal density of y given location mu, scale sigma, and shape lambda dropping constant additive terms
Available since 2.25

real exp_mod_normal_cdf(reals y, reals mu, reals sigma, reals lambda)
The exponentially modified normal cumulative distribution function of y given location mu, scale sigma, and shape lambda
Available since 2.0

real exp_mod_normal_lcdf(reals y | reals mu, reals sigma, reals lambda)
The log of the exponentially modified normal cumulative distribution function of y given location mu, scale sigma, and shape lambda
Available since 2.18

real exp_mod_normal_lccdf(reals y | reals mu, reals sigma, reals lambda)
The log of the exponentially modified normal complementary cumulative distribution function of y given location mu, scale sigma, and shape lambda
Available since 2.18

R exp_mod_normal_rng(reals mu, reals sigma, reals lambda)
Generate a exponentially modified normal variate with location mu, scale sigma, and shape lambda; may only be used in transformed data and generated quantities blocks. For a description of argument and return types, see section vectorized PRNG functions.
Available since 2.18