pdfsla: Probability Density Function of the Slash Distribution
Description
This function computes the probability density of the Slash distribution given parameters (\(\xi\) and \(\alpha\)) provided by parsla. The probability density function is
$$f(x) = \frac{\phi(0) - \phi(y)}{y^2} \mbox{,}$$
where \(f(x)\) is the probability density for quantile \(x\), \(y = (x - \xi)/\alpha\), \(\xi\) is a location parameter, and \(\alpha\) is a scale parameter. The function \(\phi(y)\) is the probability density function of the Standard Normal distribution.