SMp(x) Distribution Calculator
Evaluate the six-parameter SMp(x) function, check whether the selected parameters form the symmetric normalized probability model, and calculate a cumulative event probability when that probability model is valid.
Model parameters
Required. Plain decimal; must be below ML.
Required. Plain decimal; must be above ML.
Required. Must lie strictly inside the support.
Required. Positive shape exponent for the rising side.
Required. Positive shape exponent for the falling side.
Required. Positive peak height; not inherently capped at 1.
Result at x
Required. May be inside or outside the model support.
Calculating probabilities
Probability is reported only when the symmetric normalized conditions are satisfied.
Required event boundary in the same x units.
Required only for the between event; must be at least x₁.
Live results
SMp(x)
0.108
Function value at x = 3
Event probability
10.80%
P(X ≤ 3)
Area under model
1.0000
Must equal 1 for a normalized density.
Active branch
Rising
PXmin ≤ x ≤ ML
Probability-ready status
Ready
Symmetric, p₁ = p₂ > 1, PXmin ≥ 0, area = 1.
Current piecewise branch
SMp(x) = ((x – PXmin) / (ML – PXmin))^p₁ × Max
SMp(x) is 0.108. Event probability is 10.80 percent.
How to use this SMp(x) distribution calculator
What this calculator does
This calculator evaluates a six-parameter, two-branch SMp(x) function at a chosen value of x. It also integrates the full piecewise curve to show the area under the model and checks the special symmetric normalized conditions used here for cumulative probability calculations. The tool is useful for exploring how lower and upper bounds, a peak location, two shape powers, and a peak height affect a bounded probability-shaped function. It does not fit parameters from observed data, estimate uncertainty, or prove that an SMp(x) specification is the best statistical model for a dataset.
When to use it
Use it when you need to evaluate a proposed SMp(x) specification at a particular x, when you want to verify that a symmetric parameter set integrates to one, when you are studying how p₁ and p₂ change the rising and falling sides, or when you want a cumulative probability for a valid symmetric normalized setup. For general background, the NIST explanation of probability density and cumulative distribution functions describes the relationship between a density and the CDF obtained by integrating it.
How to calculate
- The calculator opens with a complete demonstration model: PXmin = 0, Xmax = 10, ML = 5, p₁ = 2, p₂ = 2, Max = 0.3, and x = 3. Its Excel workbook is validated at startup, so Download Excel is immediately available.
- Replace the six model parameters with your values. Use plain decimal notation with a period as the decimal separator. Scientific notation, thousands separators, percent signs, and other unit symbols are rejected rather than silently reinterpreted.
- Enter Independent variable x. The function is zero outside the support, follows the rising power branch from PXmin through ML, and follows the falling branch from ML through Xmax.
- Choose I want to calculate... and enter x₁. If you choose the between event, also enter x₂. Event probability is shown only when the calculator's probability-ready conditions are all satisfied.
- Read SMp(x), the area, active branch, status, and event probability. Use Download Excel for a binary .xlsx workbook containing current inputs and outputs. Reset clears the demonstration and all semantic input values; the export is then disabled until you enter a complete valid model again.
Input guide
Lower limit value of x (PXmin) is a required finite decimal marking the left support boundary; it must be below ML. The startup example is 0. Increasing PXmin while keeping the other parameters fixed narrows the left side and changes its integrated area. A common mistake is setting PXmin equal to or above ML. Upper limit value of x (Xmax) is the required right boundary and must exceed ML; the example is 10. Moving Xmax changes the right-side width and total area.
x where SMp(x) = Max (ML) is the required peak location and must sit strictly between the limits; the example is 5. In the symmetric probability-ready case it equals the midpoint of PXmin and Xmax. Power (p₁) and Power (p₂) are required positive decimals controlling curvature on the rising and falling sides; both are 2 in the demonstration. Larger powers generally keep values lower away from the peak and make the rise or fall more concentrated near ML. Zero and negative powers are invalid.
Maximum of the model (Max) is the required positive peak height; the demonstration uses 0.3. A density value is not inherently limited to 1, so this field is not capped at 1. For the symmetric normalized case used for cumulative probabilities, Max must equal (p₁ + 1) / [2(ML – PXmin)]. Independent variable x is the required evaluation point, with 3 in the example; values outside the support are allowed and correctly return zero.
I want to calculate... is a required select control with three event definitions: P(X ≤ x₁), P(X ≥ x₁), or P(x₁ ≤ X ≤ x₂). x₁ is a required finite decimal event boundary; the example is 3. x₂ is required only for the between event, uses the same x units, and must be at least x₁; its prefilled demonstration value is 7. Do not reverse the two between-event bounds.
Output guide
SMp(x) is the exact piecewise function value at the current x, formatted as a decimal. Event probability is the integrated probability for the selected event and is formatted as a percentage; it is an integral-based estimate from this model, not an observed frequency. Area under model is the full integral from PXmin to Xmax; a value of 1 indicates normalization. Support width is Xmax – PXmin. Peak location repeats the canonical ML value so the model center is visible at a glance. Probability-ready status reports Yes/Ready only when PXmin ≥ 0, p₁ = p₂ > 1, ML is the support midpoint, and the area equals 1 within numerical tolerance. Active branch identifies whether x is below support, on the rising branch, on the falling branch, or above support.
Worked example
With the startup values PXmin = 0, Xmax = 10, ML = 5, p₁ = p₂ = 2, Max = 0.3, and x = 3, the rising formula applies. The ratio (3 – 0) / (5 – 0) is 0.6; squaring it gives 0.36; multiplying by 0.3 gives SMp(3) = 0.108. Each side has area 0.5 because 0.3 × 5 / (2 + 1) = 0.5, so the full area is 1. For P(X ≤ 3), integrating the rising branch from 0 to 3 gives 0.108, displayed as 10.80%. This is the same example stored in the initial workbook checkpoints.
How the piecewise model works
Inside the support, SMp(x) scales a power of the distance from a boundary up to the peak height Max. On the left, the normalized position is (x – PXmin)/(ML – PXmin) and is raised to p₁. On the right, the normalized remaining distance is (Xmax – x)/(Xmax – ML) and is raised to p₂. At ML both branches meet at Max. Outside PXmin to Xmax, the function is zero. The full continuous area is Max × [(ML – PXmin)/(p₁ + 1) + (Xmax – ML)/(p₂ + 1)].
A probability density must integrate to one before areas can be interpreted directly as probabilities. This is why the calculator separately reports the area instead of assuming any positive six-parameter combination is normalized. Penn State's lesson on continuous random variables and density functions provides additional context on integrating a PDF to obtain probabilities.
Interpreting the symmetric probability-ready case
The probability section intentionally uses a strict symmetric normalized gate: p₁ and p₂ must match and exceed 1, PXmin must be nonnegative, ML must equal the midpoint of the support, and Max must normalize the area to one. These conditions create the special SMp(x) setup used for the cumulative calculations on this page. It should not be confused with the mathematical Gaussian density: the Gaussian has unbounded support and an exponential form, while this SMp(x) model has finite support and power-law branches. The NIST normal distribution reference shows the standard Gaussian PDF and CDF formulas for comparison.
If the probability-ready check fails, SMp(x) and the area are still calculated for a valid six-parameter function. Only the cumulative event percentage is withheld, preventing an unnormalized or asymmetric function from being presented as this calculator's symmetric probability case.