The Metalog Distributions

SPT Unbounded Metalog Equations

The equations for the SPT-parameterized unbounded metalog distribution are shown below. These equations are implemented in the SPT Metalogs Excel workbook.  The quantile function M(y) and density function m(y) of the SPT unbounded metalog are:

The corresponding feasibility requirement is:

For further information, see The Metalog Distributions, Section 6.2.1.