---
title: "JohnsonU"
canonical: "https://modelassist.epixanalytics.com/space/EA/26575238/JohnsonU"
format: markdown
---
No CrystalBall function

JohnsonU(*a*1, *a*2, *b,* *g*)

[JohnsonU equations](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26576236/)

 

![image](media://83ad1f7f-c048-4a6c-90a4-da57fb198318)

 

The main use of the Johnson unbounded distribution is that it can be made to have any combination of skewness and kurtosis. Thus, it provides a flexible distribution to fit to data by matching these moments. That said, it is an infrequently used distribution in risk analysis.

The distribution name comes from [Johnson (1949)](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26579303) who proposed a system for categorizing distributions, in much the same spirit that [Pearson did](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26575250/). Johnson's idea was to translate distributions to be a function of a unit [Normal distribution](https://epixanalytics.atlassian.net/wiki/spaces/EA/pages/26575246/), one of the few distributions for which there were good tools available at the time to handle.

 

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