Raised cosine distribution

In probability theory and statistics, the

raised cosine distribution is a
Raised cosine
continuous probability distribution Probability density function
supported on the interval .
The probability density function (PDF) is

Cumulative distribution function

Parameters
(real)

(real)
Support
PDF

CDF

Mean
Median
Mode
Variance
 Skewness
Ex.
kurtosis
MGF

CF

for and zero otherwise. The cumulative distribution function (CDF) is

for and zero for and unity for .

The moments of the raised cosine distribution are somewhat complicated in the general case, but are
considerably simplified for the standard raised cosine distribution. The standard raised cosine distribution is
just the raised cosine distribution with and . Because the standard raised cosine distribution is
an even function, the odd moments are zero. The even moments are given by:

where is a generalized hypergeometric function.

See also
Hann function
Havercosine (hvc)

References
Horst Rinne (2010). "Location-Scale Distributions – Linear Estimation and Probability
Plotting Using MATLAB" (http://geb.uni-giessen.de/geb/volltexte/2010/7607/pdf/RinneHorst_
LocationScale_2010.pdf) (PDF). p. 116. Retrieved 2012-11-16.

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