1

Plotting Johnsons SB Distribution using a new parameterization

Keith Rennolls1 and Mingliang Wang1,2,
CMS, University of Greenwich, London, UK.
2
Chinese Academy of Forestry, Beijing, PRC.
[ k.rennolls, m.wang]@gre.ac.uk

Overview
The SB distribution is widely used in forestry to represent the empirical distributions of forest tree
variables such as diameter, height and volume. The parametric form of the SB model that has
invariably been used is the form originally put forward by Johnson, in the 1949 paper in which he
introduced the SB distribution. A more natural Parameterization of SB is suggested in a CJFR
paper, (in press). This contribution simply uses this prameterization to produce plots of the SB
density by varying the model parameters, in the new parameterization. This is done in Excel, and
the spreadsheet, available from www.forestmodelarchive.info, can be used pedagogically to
develop a feel for the SB as a distribution model. The theory will appear in a forthcoming CJFR
paper, and further discussion of the properties of the SB in the new parameterization will appear
in FBMIS, shortly.
1 Introduction
Hafley and Schreuder (1977) first introduced the four parameter Johnsons SB distribution into
forest literature, and since then it has been widely used in forest diameter (and height) distribution
modelling (Hafley and Buford 1985, Knoebel and Burkhart 1991, Zhou and McTague 1996,
Kamziah et al. 1999, Li et al. 2002, Scolforo et al. 2003, Zhang et al. 2003).
2. An Alternative Parameterization of the Johnson SB distribution
Essentially, the SB distribution is transformed to normality by the logit transformation, and by
analogy with the log-normal distribution (as the distribution transformed to normality by the log
transformation) might well have been named the logit-normal distribution.
2.2 An Inverse definition and a new parameterization.
(i) Let z ~N(0, 1). Scale z to u , by:

1
u = + z

; >0

(4)

So, u ~N(-g/d,1/d2). It is the parameterization of this scaling transformation (corresponding to

the affine transformation of (iii) above) that seems rather unnatural to us.
(ii) Apply a standard logistic transformation to u to give y , in the (0, 1) range:

1
1 + exp(u )
(iii) Scale y to x , with range , and minimum :
y=

; >0

x = + y

(5)

(6)

Though the affine transformation given in (3) is a natural choice in mathematics, we see, when it
is re-expressed as a scaling transformation in (4), that it is not the form of transformation that is
statistically natural. The natural scaling transformation would be:
(7)

u = + z
so that u ~N(g, d2) (N(m, s2)) where
( ) =

(8)

( ) =

(9)

2.3 SB as a General Logistic Transformation of N(0,1)

We may look upon the SB distribution as being obtained in a number of alternative but equivalent
ways. First, combining these re-parameterized transformations we obtain:

x = +

1 + exp( ( + z ))

(10)

a four-parameter logistic transformation of the standard normal z which reveals the

transformational simplicity of the SB distribution. A similar model is used in Item Response
Theory of psychological testing as the 4-parameter Rasch model.
The only parameter constraint in (10) is that s, as a standard-deviation parameter, should be
positive. If l is also positive then x is monotonic increasing with z. If l is negative then x is
monotonic decreasing with z, and x becomes the upper boundary parameter. The signs of
parameters m and l determine the sign of the skew of SB, with
sign(skew(SB)) = -sign(l)sign(m)
so that sign( l) and sign(m) both positive yields a negative skew SB, etc
We note also, that (i), the scaling up from N(0,1), could be dropped if we just started the
construction with a N(m,s2). See (11) in Section 3.

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Alternatively, and equivalently, we could retain the start of the construction with N(0,1), drop the
scaling up to N(m,s2), but apply a simple-linear-logistic regression model,
x = 1 (1 + exp(( + z ))) , to N(0,1), finally scaling up to the range (x, x+l).

Figure 1. Construction of SB from a 3-parameter logistic transformation on N(m,s2.).

Figure 1 illustrates the construction of SB by transformation: from a N(0,1) on the real x-axis,
through N((m,s2), followed by the transformation by y = + (1 + exp( x)) (in blue), to the
SB on the y-axis (in red).
The constructed SB is also plotted (red-dashed) on the x-axis for comparison purposes. With such
a diagram it is easy to see that SB approaches the Log-Normal (with positive skew) as m/s -,
(since the lower tail of the logistic is asymptotically exponential), while the Log-Normal with
negative skew is obtained from m/s .
Figure 2 illustrates some fits to empirical data sets using maximum likelihood estimation. It is
seem that there is a range of shapes, including both positive and negative skew. See Rennolls and
Wang (2005, in press, CJFR) for details of fitting methods.

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Plot 308
30
Observed

25

Fitted

20
15
10
5
0
8

10

12

14

16

18

20

22

24

26

28

30

DBH(cm)

Plot 319
18
16
14
12
10
8
6
4
2
0

Observed
Fitted

10

12

14

16

18

20

22

24

26

28

30

32

36

DBH(cm)

Figure 2. Histograms of diameter data for two Changbai larch sample plots and the fitted
Johnsons SB frequency curves. The mid-class diameters are given.

Johnson has demonstrated theoretically that SB can approaches the lower-limit line
asymptotically, and hence can take bimodal shapes. It is fairly difficult to see this intuitively.
However, use of parameters: (m, s, x, l) = (1, 3, 1, 2) provides the illustration of Figure 3.

Figure 3. SB demonstrating a bimodal shape, near the lower-limit line in (skew, kutosis)
shape-space, (i.e. Figure 4).

3 Generating and Plotting the SB pdf

The Excel spreadsheet SB_Graph.xls provides a simple and easy means of displaying the pdf of
the Johnsons SB distribution. The calculation formulae are shown in Table 1.

Table 1. Spreadsheet calculations for the SB.

The parameters mu and sigma correspond to the mean m and the standard deviation s of the
initial scaling transformation from N(0,1). Hence the initial scaling is to N(1,0.25) in Table 1.
The parameters zeta and lambda are the lower bound, x, and the range parameter, l, of the final
scaling of the SB to its bounded range. The parameters are 1 and 2 respectively in table 1, and
hence the SB distribution is defined to lie between 1 and 3.
In this demo software, the range of the original scale, (in the new paramerization framework, i.e.
the scale including the sources N(0,1)) has been set from -6 to +6, in steps of 0.01. y1 is an
evaluation of the standard normal density, and this is shown plotted and labelled in Figure 1. y2
is the calculated values of the scaled N(0,1) distribution, i.e. N(mu, sigma2), also shown in
Figure 1.
logisticy is the transformation function N(mu, sigma2) to SB. This is shown plotted as a
logistic curve with lower asymptote zeta, and upper asymptote value (zeta +lambda).
As pointed out above, the SB density f(y) is obtained by application of the transformation:
y = +

(11)

(1 + e x )

to f(x) = N(m,s2), the Normal density. Then the density f(y) is given by:
dy
f ( y ) = f ( x)
dx

(12)

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From (11) we obtain
dy

dx

(1 + e x ) 2

e x

(13)

which gives the formula for sbdens in Table 1.

To obtain the SB distribution as a transformation distribution, plotted on the y-axis, we plot
ylogistic values as the y-values, and sbdens values as the x-values. Interestingly (for Excel
plotting enthusiasts) as the source x ranges from -6 to +6, the sbdens values transcribe the two
sides of the SB density on the y-axis (full red line in Figure 1, shown on the LHS of the y-axis for
display convenience). Finally, the SB density is plotted on the original source x-axis (shown red
dotted) by transposition of the (ylogistic, sbdens) values.

4. References

Assmann, E. 1970. The principles of forest yield study. Pergamon, Oxford.

Cox, D.R., and Hinkley, D.V. 1974. Theoretical statistics. Chapman and Hall, London.
Hafley W.L., and Buford, M.A. 1985. A bivariate model for growth and yield prediction. For.
Sci. 31:237-247.
Hafley, W.L., and Schreuder H.T. 1977. Statistical distributions for fitting diameter and height
data in even-aged stands. Can. J. For. Res. 7:481-487.
Johnson, N. L. 1949a. Systems of frequency curves generated by methods of translation.
Biometrika 36:149-176.
Johnson, N.L. 1949b. Bivariate distributions based on simple translation systems. Biometrika
36:297-304.
Johnson, N. L., and Kotz, S. 1970. Continuous univariate distributions (2 volumes). Houghton
Mifflin, New York.
Kamziah, A.K., Ahmad M.I., and Lapongan J. 1999. Nonlinear regression approach to estimating
Johnson SB parameters for diameter data. Can. J. For. Res. 29:310-314.
Knoebel, B.R., and Burkhart, H.E. 1991. A bivariate distribution approach to modelling forest
diameter distributions at two points of time. Biometrics 47:241-253.
Li, F., Zhang L., and Davis C.J. 2002. Modeling the joint distribution of tree diameters and
heights by bivariate generalized beta distribution. For. Sci. 48(1):47-58.
Mathsoft, 1999. S-plus 2000 guide to statistics, Vol.1. Data analysis products division, Mathsoft,
Inc., Seattle, Washington.
Rennolls, K. and Wang, M. 2005. Extreme Value Regression for Estimation of the lower bound
of a Diameter Distribution.
Ross, G.J.S. 1990. Nonlinear estimation. New York : Springer-Verlag.
Schreuder, H.T., Bhattacharya, H.T., and McClure, J.P. 1982a. Towards a unified distribution
theory for stand variables using SBBB distribution. Biometrics 38:137-142.

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Schreuder, H.T., Bhattacharya, H.T., and McClure, J.P. 1982b. The SBBB distribution: a
potentially useful trivariate distribution. Can. J. For. Res. 12:641-645.
Schreuder, H.T., and Hafley, W.L. 1977. A useful bivariate distribution for describing stand
structure of tree heights and diameters. Biometrics 33:471-478.
Scolforo, J.R.S., Tabai, F.C.V., Macedo, R.L.G., Acerbi, F.W., and Assis, A.L. 2003. SB
distribution's accuracy to represent the diameter distribution of Pinus taeda, through five fitting
methods. For. Ecol. Manage. 175:489-496.
Tewari, V.P., and Gadow, K.V. 1997. Fitting a bivariate distribution to diameterheight data of
forest trees. Indian Forester 123:815-820.
Tewari, V.P., and Gadow, K.V. 1999. Modelling the relationship between tree diameters and
heights using SBB distribution. For. Ecol. Manage. 119:171-176.
Wang, M., and Rennolls, K. 2004b. Truncated distribution modelling with tree diameter data.
Wang, M., and Rennolls, K. 2004c. Bivariate Distribution Modelling with Tree Diameter and
Height Data.
Wang, M., and Rennolls, K. 2004d. Diameter Distribution Modelling with the Logit-Logistic
Distribution.
Zhang, L., Packard, K.C., and Liu, C. 2003. A comparison of estimation methods for fitting
Weibull and Johnsons SB distributions to mixed spruce-fir stands in northeastern North
America. Can. J. For. Res. 33:1340-1347.
Zhou, B., and McTague J.P. 1996. Comparison and evaluation of five methods of estimation of
the Johnson system parameters. Can. J. For. Res. 26:928-935.